feat: 实盘模拟(live) + 组合回测MVP(portfolio)
[live] 实盘模拟 vnpy+miniQMT 直连(supervisor 轮询, 前后端): - sanguo_live: LiveTradingEngine + AShareCtaTemplate(定寸/禁做空) + runner_supervisor(DB驱动) + persistence(4表WAL) - sanguo_api/routes_live: 9路由(create/start/stop/positions/trades/account/status) - frontend live: New/List/Monitor + api/live.ts; config/live.yaml [portfolio] 组合回测 MVP(BulletTrade, 链路代码完成待验证): - runner_backtest 加 JSON 入口(--json, BacktestEngine 顶层 import) - sanguo_api/routes_portfolio: POST /portfolio/backtest SSH 触发 VPS 跑 - frontend PortfolioBacktest.vue + api/portfolio.ts: 表单+结果+净值曲线 - 路由/菜单注册(/backtest/portfolio 组合回测) - 已知: MVP 链路未端到端验证, agent 改至中途被停; 待 Mac 起服务联调
This commit is contained in:
@@ -49,3 +49,12 @@ live:
|
||||
mode_b: false # D-4c 模式B: bridge回报校正账本（默认关，切实盘再开）
|
||||
# 和 Windows bridge 同值；不进 git。占位空值，真实值部署时填实际 config
|
||||
bridge_token:
|
||||
|
||||
# 实盘模拟(task #4)— supervisor 常驻进程 + API 共享 DB
|
||||
# db_path 留空则 fallback 到 data_paths.vnpy_db(与回测主库同)
|
||||
# supervisor 用法: python -m sanguo_live --supervisor [db_path]
|
||||
live_trading:
|
||||
enabled: false # 总开关
|
||||
db_path: # 留空 → 用 data_paths.vnpy_db
|
||||
poll_interval_sec: 5 # supervisor 轮询 live_accounts.status 间隔
|
||||
snapshot_interval_sec: 30 # 持仓/账户快照落库间隔
|
||||
|
||||
@@ -0,0 +1,34 @@
|
||||
# 实盘模拟交易配置
|
||||
# 用法:
|
||||
# python -m sanguo_live
|
||||
# SANGUO_QMT_ACCOUNT=66639661 python -m sanguo_live
|
||||
#
|
||||
# env SANGUO_QMT_ACCOUNT / SANGUO_QMT_PATH 优先于此文件。
|
||||
|
||||
# miniQMT 交易账号(可用 env SANGUO_QMT_ACCOUNT 覆盖)
|
||||
account: "66639661"
|
||||
|
||||
# userdata_mini 路径;留空则由 vnpy_qmt/md.py 自动扫描 C:\
|
||||
# (避免中文路径字面量编码问题,推荐留空或用 env SANGUO_QMT_PATH)
|
||||
mini_path: ""
|
||||
|
||||
# 策略实例名(唯一,用于 CTA 引擎路由)
|
||||
strategy_name: "dm_15min_600000"
|
||||
|
||||
# 策略类名(必须在 sanguo_live.runner._STRATEGY_REGISTRY 注册)
|
||||
strategy_class: "AShareDoubleMaStrategy"
|
||||
|
||||
# 标的 vt_symbol(SYMBOL.EXCHANGE)。600000.SSE = 浦发银行
|
||||
vt_symbol: "600000.SSE"
|
||||
|
||||
# 各阶段等待秒数
|
||||
connect_wait_sec: 10
|
||||
init_wait_sec: 60
|
||||
|
||||
# 策略参数(透传给 CtaTemplate.update_setting)
|
||||
setting:
|
||||
fast_window: 10
|
||||
slow_window: 20
|
||||
window: 15 # BarGenerator 分钟窗口(A 股 15min)
|
||||
size: 100 # 1 手 = 100 股
|
||||
forbid_short: true # A 股不可做空 → short() 拦截
|
||||
@@ -0,0 +1,125 @@
|
||||
import { apiClient } from './client'
|
||||
|
||||
/** 实盘模拟账户(API 返回行) */
|
||||
export interface LiveAccount {
|
||||
id: number
|
||||
name: string
|
||||
account: string
|
||||
vt_symbol: string
|
||||
strategy_class: string
|
||||
strategy_name: string
|
||||
/** JSON 字符串,前端 JSON.parse 得到策略参数 */
|
||||
setting: string
|
||||
status: string
|
||||
interval: string
|
||||
initial_capital: number
|
||||
connect_wait_sec?: number
|
||||
init_wait_sec?: number
|
||||
mini_path?: string
|
||||
error_msg?: string | null
|
||||
created_at?: string
|
||||
updated_at?: string
|
||||
/** 列表端点附带(单账户 GET 不含) */
|
||||
latest_equity?: number | null
|
||||
latest_date?: string | null
|
||||
total_return?: number | null
|
||||
position_count?: number
|
||||
}
|
||||
|
||||
export interface LiveCreateRequest {
|
||||
name: string
|
||||
account: string
|
||||
vt_symbol: string
|
||||
strategy_class: string
|
||||
strategy_name: string
|
||||
setting: Record<string, unknown>
|
||||
interval: string
|
||||
initial_capital: number
|
||||
connect_wait_sec?: number
|
||||
init_wait_sec?: number
|
||||
mini_path?: string
|
||||
}
|
||||
|
||||
export interface LiveStatus {
|
||||
account_id: number
|
||||
status: string
|
||||
name: string
|
||||
account: string
|
||||
vt_symbol: string
|
||||
strategy_name: string
|
||||
updated_at?: string
|
||||
error_msg?: string
|
||||
}
|
||||
|
||||
export interface LivePosition {
|
||||
symbol: string
|
||||
volume: number
|
||||
frozen: number
|
||||
avg_price: number
|
||||
updated_at?: string
|
||||
}
|
||||
|
||||
export interface LiveTrade {
|
||||
account_id: number
|
||||
strategy_name: string
|
||||
symbol: string
|
||||
direction: string
|
||||
offset: string
|
||||
price: number
|
||||
volume: number
|
||||
traded_at: string
|
||||
vt_tradeid?: string
|
||||
}
|
||||
|
||||
export interface LiveBalance {
|
||||
account_id?: number
|
||||
date?: string
|
||||
cash?: number
|
||||
market_value?: number
|
||||
total?: number
|
||||
}
|
||||
|
||||
export async function createLive(req: LiveCreateRequest): Promise<{ accountId: number; status: string }> {
|
||||
const { data } = await apiClient.post<{ account_id: number; status: string }>('/live/create', req)
|
||||
return { accountId: data.account_id, status: data.status }
|
||||
}
|
||||
|
||||
export async function listLives(): Promise<LiveAccount[]> {
|
||||
const { data } = await apiClient.get<{ accounts: LiveAccount[] }>('/live')
|
||||
return data.accounts
|
||||
}
|
||||
|
||||
export async function getLive(aid: number): Promise<LiveAccount> {
|
||||
const { data } = await apiClient.get<LiveAccount>(`/live/${aid}`)
|
||||
return data
|
||||
}
|
||||
|
||||
export async function startLive(aid: number): Promise<{ accountId: number; status: string }> {
|
||||
const { data } = await apiClient.post<{ account_id: number; status: string }>(`/live/${aid}/start`)
|
||||
return { accountId: data.account_id, status: data.status }
|
||||
}
|
||||
|
||||
export async function stopLive(aid: number): Promise<{ accountId: number; status: string }> {
|
||||
const { data } = await apiClient.post<{ account_id: number; status: string }>(`/live/${aid}/stop`)
|
||||
return { accountId: data.account_id, status: data.status }
|
||||
}
|
||||
|
||||
export async function getLivePositions(aid: number): Promise<LivePosition[]> {
|
||||
const { data } = await apiClient.get<LivePosition[]>(`/live/${aid}/positions`)
|
||||
return data
|
||||
}
|
||||
|
||||
export async function getLiveTrades(aid: number): Promise<LiveTrade[]> {
|
||||
const { data } = await apiClient.get<LiveTrade[]>(`/live/${aid}/trades`)
|
||||
return data
|
||||
}
|
||||
|
||||
export async function getLiveAccountBalance(aid: number): Promise<LiveBalance> {
|
||||
const { data } = await apiClient.get<LiveBalance>(`/live/${aid}/account`)
|
||||
return data ?? {}
|
||||
}
|
||||
|
||||
export async function getLiveStatus(aid: number): Promise<LiveStatus> {
|
||||
const { data } = await apiClient.get<LiveStatus>(`/live/${aid}/status`)
|
||||
return data
|
||||
}
|
||||
@@ -0,0 +1,68 @@
|
||||
import { apiClient } from './client'
|
||||
|
||||
export interface PortfolioBacktestReq {
|
||||
pool: string
|
||||
start_date: string
|
||||
end_date: string
|
||||
initial_cash: number
|
||||
benchmark?: string
|
||||
}
|
||||
|
||||
export interface EquityPoint {
|
||||
date: string
|
||||
equity: number
|
||||
}
|
||||
|
||||
export interface StockPicked {
|
||||
code: string
|
||||
name: string
|
||||
amount: number
|
||||
avg_cost: number
|
||||
price: number
|
||||
value: number
|
||||
}
|
||||
|
||||
export interface PortfolioTrade {
|
||||
datetime?: string
|
||||
date?: string
|
||||
code?: string
|
||||
side?: string
|
||||
action?: string
|
||||
amount?: number
|
||||
filled_amount?: number
|
||||
price?: number
|
||||
filled_price?: number
|
||||
commission?: number
|
||||
status?: string
|
||||
}
|
||||
|
||||
export interface PortfolioMetrics {
|
||||
total_return: number | null
|
||||
annual_return: number | null
|
||||
max_drawdown: number | null
|
||||
sharpe: number | null
|
||||
win_rate_daily: number | null
|
||||
win_rate_trade: number | null
|
||||
trading_days: number | null
|
||||
}
|
||||
|
||||
export interface PortfolioBacktestResult {
|
||||
strategy: string
|
||||
period: { start: string; end: string; trading_days: number }
|
||||
stocks_selected: StockPicked[]
|
||||
trades: PortfolioTrade[]
|
||||
equity_curve: EquityPoint[]
|
||||
metrics: PortfolioMetrics
|
||||
raw_summary?: Record<string, unknown>
|
||||
}
|
||||
|
||||
export async function postPortfolioBacktest(
|
||||
req: PortfolioBacktestReq,
|
||||
): Promise<PortfolioBacktestResult> {
|
||||
const { data } = await apiClient.post<PortfolioBacktestResult>(
|
||||
'/portfolio/backtest',
|
||||
req,
|
||||
{ timeout: 600000 },
|
||||
)
|
||||
return data
|
||||
}
|
||||
@@ -10,6 +10,7 @@ const routes: RouteRecordRaw[] = [
|
||||
{ path: '', redirect: '/dashboard' },
|
||||
{ path: 'dashboard', name: 'dashboard', component: () => import('@/views/Dashboard.vue') },
|
||||
{ path: 'backtest/new', name: 'bt-new', component: () => import('@/views/backtest/New.vue') },
|
||||
{ path: 'backtest/portfolio', name: 'bt-portfolio', component: () => import('@/views/backtest/PortfolioBacktest.vue') },
|
||||
{ path: 'backtest/progress/:id', name: 'bt-progress', component: () => import('@/views/backtest/Progress.vue') },
|
||||
{ path: 'backtest/result/:id', name: 'bt-result', component: () => import('@/views/backtest/Result.vue') },
|
||||
{ path: 'backtest/optimize', name: 'bt-optimize', component: () => import('@/views/backtest/Optimize.vue') },
|
||||
@@ -22,6 +23,9 @@ const routes: RouteRecordRaw[] = [
|
||||
{ path: 'paper', name: 'paper-list', component: () => import('@/views/paper/List.vue') },
|
||||
{ path: 'paper/result/:id', name: 'paper-result', component: () => import('@/views/paper/Result.vue') },
|
||||
{ path: 'paper/live/:aid', name: 'paper-live', component: () => import('@/views/paper/Live.vue') },
|
||||
{ path: 'live/new', name: 'live-new', component: () => import('@/views/live/New.vue') },
|
||||
{ path: 'live', name: 'live-list', component: () => import('@/views/live/List.vue') },
|
||||
{ path: 'live/monitor/:id', name: 'live-monitor', component: () => import('@/views/live/Monitor.vue') },
|
||||
],
|
||||
},
|
||||
]
|
||||
|
||||
@@ -18,6 +18,7 @@ const activeMenu = computed(() => {
|
||||
const PAGE_TITLE: Array<{ match: RegExp; group: string; title: string }> = [
|
||||
{ match: /^\/dashboard$/, group: '工作台', title: '工作台' },
|
||||
{ match: /^\/backtest\/new$/, group: '回测', title: '新建回测' },
|
||||
{ match: /^\/backtest\/portfolio$/, group: '回测', title: '组合回测' },
|
||||
{ match: /^\/backtest\/optimize$/, group: '回测', title: '参数优化' },
|
||||
{ match: /^\/backtest\/history$/, group: '回测', title: '历史任务' },
|
||||
{ match: /^\/backtest\/progress\//, group: '回测', title: '任务进度' },
|
||||
@@ -29,6 +30,9 @@ const PAGE_TITLE: Array<{ match: RegExp; group: string; title: string }> = [
|
||||
{ match: /^\/paper\/result\//, group: '模拟', title: '模拟盘结果' },
|
||||
{ match: /^\/paper\/live\//, group: '模拟', title: '实走监控' },
|
||||
{ match: /^\/paper$/, group: '模拟', title: '模拟交易' },
|
||||
{ match: /^\/live\/new$/, group: '实盘模拟', title: '新建实盘' },
|
||||
{ match: /^\/live\/monitor\//, group: '实盘模拟', title: '实盘监控' },
|
||||
{ match: /^\/live$/, group: '实盘模拟', title: '实盘模拟' },
|
||||
]
|
||||
const pageMeta = computed(() => {
|
||||
const p = route.path
|
||||
@@ -59,6 +63,7 @@ function onLogout(): void {
|
||||
<span class="nav-label">回测</span>
|
||||
</template>
|
||||
<el-menu-item index="/backtest/new">新建回测</el-menu-item>
|
||||
<el-menu-item index="/backtest/portfolio">组合回测</el-menu-item>
|
||||
<el-menu-item index="/backtest/optimize">参数优化</el-menu-item>
|
||||
<el-menu-item index="/backtest/history">历史任务</el-menu-item>
|
||||
</el-sub-menu>
|
||||
@@ -78,9 +83,13 @@ function onLogout(): void {
|
||||
<el-menu-item index="/paper/new">新建模拟盘</el-menu-item>
|
||||
</el-sub-menu>
|
||||
|
||||
<el-menu-item index="live" disabled>
|
||||
<span class="nav-label">实盘 <em class="nav-tip">国金 QMT · D 期</em></span>
|
||||
</el-menu-item>
|
||||
<el-sub-menu index="live">
|
||||
<template #title>
|
||||
<span class="nav-label">实盘模拟</span>
|
||||
</template>
|
||||
<el-menu-item index="/live">实盘列表</el-menu-item>
|
||||
<el-menu-item index="/live/new">新建实盘</el-menu-item>
|
||||
</el-sub-menu>
|
||||
</el-menu>
|
||||
<div class="sidebar-foot">v2 · 量化研究台</div>
|
||||
</aside>
|
||||
|
||||
@@ -0,0 +1,319 @@
|
||||
<script setup lang="ts">
|
||||
import { ref, reactive, onMounted, watch } from 'vue'
|
||||
import { ElMessage } from 'element-plus'
|
||||
import type { EChartsCoreOption } from 'echarts'
|
||||
import { useChart } from '@/composables/useChart'
|
||||
import { darkTitle, darkTooltip, darkGrid, darkAxis } from '@/utils/echartsDark'
|
||||
import {
|
||||
postPortfolioBacktest,
|
||||
type PortfolioBacktestResult,
|
||||
type EquityPoint,
|
||||
type StockPicked,
|
||||
type PortfolioTrade,
|
||||
type PortfolioMetrics,
|
||||
} from '@/api/portfolio'
|
||||
|
||||
const submitting = ref(false)
|
||||
const result = ref<PortfolioBacktestResult | null>(null)
|
||||
const equityCurve = ref<EquityPoint[]>([])
|
||||
const stocks = ref<StockPicked[]>([])
|
||||
const trades = ref<PortfolioTrade[]>([])
|
||||
const metrics = ref<PortfolioMetrics | null>(null)
|
||||
const period = ref<{ start: string; end: string; trading_days: number } | null>(null)
|
||||
const errorMsg = ref('')
|
||||
|
||||
const form = reactive({
|
||||
pool: 'hs300_subset',
|
||||
start: '2024-01-01',
|
||||
end: '2024-02-29',
|
||||
cash: 1_000_000,
|
||||
benchmark: '000300.XSHG',
|
||||
})
|
||||
|
||||
const poolOptions = [
|
||||
{ label: 'HS300 子集(小范围验证)', value: 'hs300_subset' },
|
||||
{ label: '全市场(慢,非 MVP)', value: 'all' },
|
||||
]
|
||||
|
||||
// 净值曲线
|
||||
const equityEl = ref<HTMLDivElement>()
|
||||
const { setOption: setEquityOption } = useChart(equityEl)
|
||||
function renderEquity(): void {
|
||||
if (!equityCurve.value.length) return
|
||||
const dates = equityCurve.value.map((p) => p.date)
|
||||
const values = equityCurve.value.map((p) => p.equity)
|
||||
const option: EChartsCoreOption = {
|
||||
title: darkTitle('净值曲线'),
|
||||
tooltip: darkTooltip(),
|
||||
grid: darkGrid(),
|
||||
xAxis: { type: 'category', data: dates, ...darkAxis() },
|
||||
yAxis: { type: 'value', scale: true, name: '净值(元)', ...darkAxis() },
|
||||
series: [
|
||||
{
|
||||
type: 'line',
|
||||
name: '策略净值',
|
||||
smooth: true,
|
||||
showSymbol: false,
|
||||
lineStyle: { color: '#c23531', width: 1.6 },
|
||||
areaStyle: { color: '#c23531', opacity: 0.12 },
|
||||
data: values,
|
||||
},
|
||||
],
|
||||
}
|
||||
setEquityOption(option)
|
||||
}
|
||||
onMounted(() => {
|
||||
// 等 dom 挂载后渲染(若有初始数据)
|
||||
})
|
||||
watch(equityCurve, renderEquity, { deep: true })
|
||||
|
||||
function fmtPct(v: number | null | undefined): string {
|
||||
if (v === null || v === undefined || !Number.isFinite(v)) return '-'
|
||||
return `${v.toFixed(2)}%`
|
||||
}
|
||||
function fmtNum(v: number | null | undefined, digits = 2): string {
|
||||
if (v === null || v === undefined || !Number.isFinite(v)) return '-'
|
||||
return v.toFixed(digits)
|
||||
}
|
||||
|
||||
async function onSubmit(): Promise<void> {
|
||||
submitting.value = true
|
||||
errorMsg.value = ''
|
||||
result.value = null
|
||||
equityCurve.value = []
|
||||
stocks.value = []
|
||||
trades.value = []
|
||||
metrics.value = null
|
||||
try {
|
||||
const r = await postPortfolioBacktest({
|
||||
pool: form.pool,
|
||||
start_date: form.start,
|
||||
end_date: form.end,
|
||||
initial_cash: form.cash,
|
||||
benchmark: form.benchmark,
|
||||
})
|
||||
result.value = r
|
||||
equityCurve.value = r.equity_curve || []
|
||||
stocks.value = r.stocks_selected || []
|
||||
trades.value = r.trades || []
|
||||
metrics.value = r.metrics || null
|
||||
period.value = r.period || null
|
||||
ElMessage.success(
|
||||
`回测完成: ${r.period?.trading_days ?? 0} 交易日, 选股 ${(r.stocks_selected || []).length} 只`,
|
||||
)
|
||||
} catch (e: unknown) {
|
||||
const err = e as { response?: { data?: { detail?: string } }; message?: string }
|
||||
errorMsg.value = err.response?.data?.detail || err.message || '提交失败'
|
||||
ElMessage.error('回测失败,详见页面提示')
|
||||
} finally {
|
||||
submitting.value = false
|
||||
}
|
||||
}
|
||||
</script>
|
||||
|
||||
<template>
|
||||
<div class="page bt-portfolio">
|
||||
<div class="page-head">
|
||||
<div>
|
||||
<h2 class="page-title">组合策略回测</h2>
|
||||
<p class="page-subtitle">
|
||||
BulletTrade + 全天候轮动策略 · 触发 VPS 跑回测 · MVP 验证链路
|
||||
</p>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<el-card class="blk" shadow="never">
|
||||
<template #header><span class="section-title">回测参数</span></template>
|
||||
<el-form :model="form" label-width="120px">
|
||||
<el-form-item label="标的池">
|
||||
<el-select v-model="form.pool" style="width: 320px">
|
||||
<el-option
|
||||
v-for="opt in poolOptions"
|
||||
:key="opt.value"
|
||||
:label="opt.label"
|
||||
:value="opt.value"
|
||||
/>
|
||||
</el-select>
|
||||
<span class="muted form-hint">MVP 默认 HS300 子集(20-30 只),快速验证链路</span>
|
||||
</el-form-item>
|
||||
<el-form-item label="开始日期">
|
||||
<el-date-picker
|
||||
v-model="form.start"
|
||||
type="date"
|
||||
value-format="YYYY-MM-DD"
|
||||
style="width: 220px"
|
||||
/>
|
||||
</el-form-item>
|
||||
<el-form-item label="结束日期">
|
||||
<el-date-picker
|
||||
v-model="form.end"
|
||||
type="date"
|
||||
value-format="YYYY-MM-DD"
|
||||
style="width: 220px"
|
||||
/>
|
||||
</el-form-item>
|
||||
<el-form-item label="初始资金">
|
||||
<el-input-number
|
||||
v-model="form.cash"
|
||||
:min="10000"
|
||||
:step="100000"
|
||||
:controls="false"
|
||||
style="width: 220px"
|
||||
/>
|
||||
<span class="muted form-hint">元</span>
|
||||
</el-form-item>
|
||||
<el-form-item label="基准">
|
||||
<el-input v-model="form.benchmark" style="width: 220px" />
|
||||
</el-form-item>
|
||||
</el-form>
|
||||
<div class="submit-bar">
|
||||
<el-button
|
||||
type="primary"
|
||||
size="large"
|
||||
:loading="submitting"
|
||||
@click="onSubmit"
|
||||
>
|
||||
{{ submitting ? '回测中(VPS 执行,请等待...)' : '开始回测' }}
|
||||
</el-button>
|
||||
<span v-if="submitting" class="muted form-hint">
|
||||
最长 600s,期间请勿关闭页面
|
||||
</span>
|
||||
</div>
|
||||
</el-card>
|
||||
|
||||
<el-alert
|
||||
v-if="errorMsg"
|
||||
type="error"
|
||||
:title="`回测失败:${errorMsg}`"
|
||||
:closable="false"
|
||||
show-icon
|
||||
class="blk"
|
||||
/>
|
||||
|
||||
<template v-if="result">
|
||||
<!-- 指标卡片 -->
|
||||
<el-card class="blk" shadow="never">
|
||||
<template #header>
|
||||
<span class="section-title">关键指标</span>
|
||||
<span class="muted period">
|
||||
({{ period?.start }} ~ {{ period?.end }} · {{ period?.trading_days ?? 0 }} 交易日)
|
||||
</span>
|
||||
</template>
|
||||
<div class="metric-row">
|
||||
<div class="metric-cell">
|
||||
<div class="metric-label">总收益</div>
|
||||
<div class="metric-value" :class="(metrics?.total_return ?? 0) >= 0 ? 'up' : 'down'">
|
||||
{{ fmtPct(metrics?.total_return) }}
|
||||
</div>
|
||||
</div>
|
||||
<div class="metric-cell">
|
||||
<div class="metric-label">年化收益</div>
|
||||
<div class="metric-value" :class="(metrics?.annual_return ?? 0) >= 0 ? 'up' : 'down'">
|
||||
{{ fmtPct(metrics?.annual_return) }}
|
||||
</div>
|
||||
</div>
|
||||
<div class="metric-cell">
|
||||
<div class="metric-label">最大回撤</div>
|
||||
<div class="metric-value down">{{ fmtPct(metrics?.max_drawdown) }}</div>
|
||||
</div>
|
||||
<div class="metric-cell">
|
||||
<div class="metric-label">夏普比率</div>
|
||||
<div class="metric-value">{{ fmtNum(metrics?.sharpe) }}</div>
|
||||
</div>
|
||||
<div class="metric-cell">
|
||||
<div class="metric-label">日胜率</div>
|
||||
<div class="metric-value">{{ fmtPct(metrics?.win_rate_daily) }}</div>
|
||||
</div>
|
||||
<div class="metric-cell">
|
||||
<div class="metric-label">交易胜率</div>
|
||||
<div class="metric-value">{{ fmtPct(metrics?.win_rate_trade) }}</div>
|
||||
</div>
|
||||
</div>
|
||||
</el-card>
|
||||
|
||||
<!-- 净值曲线 -->
|
||||
<el-card class="blk" shadow="never">
|
||||
<template #header><span class="section-title">净值曲线</span></template>
|
||||
<div ref="equityEl" class="chart-box" />
|
||||
</el-card>
|
||||
|
||||
<!-- 选股名单 -->
|
||||
<el-card class="blk" shadow="never">
|
||||
<template #header>
|
||||
<span class="section-title">选股名单(末日持仓)</span>
|
||||
</template>
|
||||
<el-table :data="stocks" stripe size="small" empty-text="无持仓数据">
|
||||
<el-table-column label="代码" prop="code" width="140">
|
||||
<template #default="{ row }"><span class="mono">{{ row.code }}</span></template>
|
||||
</el-table-column>
|
||||
<el-table-column label="数量" prop="amount" align="right" width="140">
|
||||
<template #default="{ row }"><span class="mono">{{ row.amount.toFixed(0) }}</span></template>
|
||||
</el-table-column>
|
||||
<el-table-column label="均价" align="right" width="120">
|
||||
<template #default="{ row }"><span class="mono">{{ row.avg_cost.toFixed(3) }}</span></template>
|
||||
</el-table-column>
|
||||
<el-table-column label="现价" align="right" width="120">
|
||||
<template #default="{ row }"><span class="mono">{{ row.price.toFixed(3) }}</span></template>
|
||||
</el-table-column>
|
||||
<el-table-column label="市值" align="right" width="160">
|
||||
<template #default="{ row }"><span class="mono">{{ row.value.toFixed(2) }}</span></template>
|
||||
</el-table-column>
|
||||
</el-table>
|
||||
</el-card>
|
||||
|
||||
<!-- 成交明细 -->
|
||||
<el-card class="blk" shadow="never">
|
||||
<template #header><span class="section-title">成交明细({{ trades.length }} 条)</span></template>
|
||||
<el-table :data="trades" stripe size="small" max-height="500" empty-text="无成交">
|
||||
<el-table-column label="时间" width="180">
|
||||
<template #default="{ row }"><span class="mono">{{ row.datetime || row.date || '-' }}</span></template>
|
||||
</el-table-column>
|
||||
<el-table-column label="代码" prop="code" width="140">
|
||||
<template #default="{ row }"><span class="mono">{{ row.code || '-' }}</span></template>
|
||||
</el-table-column>
|
||||
<el-table-column label="方向" width="100">
|
||||
<template #default="{ row }">{{ row.side || row.action || '-' }}</template>
|
||||
</el-table-column>
|
||||
<el-table-column label="数量" align="right" width="120">
|
||||
<template #default="{ row }"><span class="mono">{{ (row.filled_amount ?? row.amount ?? 0).toFixed(0) }}</span></template>
|
||||
</el-table-column>
|
||||
<el-table-column label="价格" align="right" width="120">
|
||||
<template #default="{ row }"><span class="mono">{{ (row.filled_price ?? row.price ?? 0).toFixed(3) }}</span></template>
|
||||
</el-table-column>
|
||||
</el-table>
|
||||
</el-card>
|
||||
</template>
|
||||
</div>
|
||||
</template>
|
||||
|
||||
<style scoped>
|
||||
.bt-portfolio { display: flex; flex-direction: column; gap: 16px; }
|
||||
.blk { border: 1px solid var(--border-2); }
|
||||
.section-title { font-size: 14px; font-weight: 600; color: var(--text); }
|
||||
.period { margin-left: 12px; font-size: 12px; }
|
||||
|
||||
.form-hint { margin-left: 10px; }
|
||||
.submit-bar { padding: 4px 0 8px; }
|
||||
|
||||
.chart-box { width: 100%; height: 360px; }
|
||||
|
||||
.metric-row {
|
||||
display: grid;
|
||||
grid-template-columns: repeat(auto-fit, minmax(140px, 1fr));
|
||||
gap: 12px;
|
||||
}
|
||||
.metric-cell {
|
||||
background: var(--bg-hover);
|
||||
border: 1px solid var(--border-2);
|
||||
border-radius: 6px;
|
||||
padding: 12px 14px;
|
||||
}
|
||||
.metric-label { font-size: 12px; color: var(--text-3); margin-bottom: 6px; }
|
||||
.metric-value { font-size: 20px; font-weight: 600; color: var(--text); font-family: var(--mono); }
|
||||
.metric-value.up { color: #f56c6c; }
|
||||
.metric-value.down { color: #67c23a; }
|
||||
/* A 股惯例涨红跌绿;回撤是负值用绿色(表示"少亏方向")但习惯 down class 显绿 */
|
||||
|
||||
.muted { color: var(--text-3); font-size: 13px; }
|
||||
.mono { font-family: var(--mono); }
|
||||
</style>
|
||||
@@ -0,0 +1,213 @@
|
||||
<script setup lang="ts">
|
||||
import { ref, computed, onMounted, onUnmounted } from 'vue'
|
||||
import { useRouter } from 'vue-router'
|
||||
import { ElMessage, ElMessageBox } from 'element-plus'
|
||||
import {
|
||||
listLives, startLive, stopLive,
|
||||
type LiveAccount,
|
||||
} from '@/api/live'
|
||||
|
||||
const router = useRouter()
|
||||
const accounts = ref<LiveAccount[]>([])
|
||||
const loading = ref(false)
|
||||
const kw = ref('')
|
||||
const statusFilter = ref('')
|
||||
const actionLoading = ref<number | null>(null)
|
||||
let timer: ReturnType<typeof setInterval> | null = null
|
||||
|
||||
onMounted(() => {
|
||||
void refresh()
|
||||
timer = setInterval(refreshSilent, 15000)
|
||||
})
|
||||
onUnmounted(() => {
|
||||
if (timer) clearInterval(timer)
|
||||
})
|
||||
|
||||
async function refresh(): Promise<void> {
|
||||
loading.value = true
|
||||
try {
|
||||
await refreshSilent()
|
||||
} finally {
|
||||
loading.value = false
|
||||
}
|
||||
}
|
||||
|
||||
async function refreshSilent(): Promise<void> {
|
||||
try {
|
||||
accounts.value = await listLives()
|
||||
} catch (e: unknown) {
|
||||
ElMessage.error(e instanceof Error ? e.message : '加载失败')
|
||||
}
|
||||
}
|
||||
|
||||
const filtered = computed(() =>
|
||||
accounts.value.filter((a) => {
|
||||
if (kw.value) {
|
||||
const hay = `${a.name} ${a.id} ${a.vt_symbol} ${a.strategy_name}`.toLowerCase()
|
||||
if (!hay.includes(kw.value.toLowerCase())) return false
|
||||
}
|
||||
if (statusFilter.value && a.status !== statusFilter.value) return false
|
||||
return true
|
||||
}),
|
||||
)
|
||||
|
||||
const stats = computed(() => ({
|
||||
total: accounts.value.length,
|
||||
running: accounts.value.filter((a) => a.status === 'running').length,
|
||||
stopped: accounts.value.filter((a) => a.status === 'stopped').length,
|
||||
}))
|
||||
|
||||
function pct(v: number | null | undefined): string {
|
||||
if (v == null || !Number.isFinite(v)) return '—'
|
||||
return (v * 100).toFixed(2) + '%'
|
||||
}
|
||||
function num(v: number | null | undefined): string {
|
||||
if (v == null || !Number.isFinite(v)) return '—'
|
||||
return Math.round(v).toLocaleString('zh-CN')
|
||||
}
|
||||
|
||||
function goMonitor(a: LiveAccount): void {
|
||||
router.push(`/live/monitor/${a.id}`)
|
||||
}
|
||||
function goNew(): void {
|
||||
router.push('/live/new')
|
||||
}
|
||||
|
||||
async function onStart(a: LiveAccount): Promise<void> {
|
||||
actionLoading.value = a.id
|
||||
try {
|
||||
await startLive(a.id)
|
||||
ElMessage.success(`#${a.id} 已下发启动(supervisor 将轮询启动 engine)`)
|
||||
await refreshSilent()
|
||||
} catch (e: unknown) {
|
||||
ElMessage.error(e instanceof Error ? e.message : '启动失败')
|
||||
} finally {
|
||||
actionLoading.value = null
|
||||
}
|
||||
}
|
||||
|
||||
async function onStop(a: LiveAccount): Promise<void> {
|
||||
try {
|
||||
await ElMessageBox.confirm(`确认停止实例 #${a.id}(${a.name})?`, '停止确认', {
|
||||
type: 'warning',
|
||||
})
|
||||
} catch {
|
||||
return
|
||||
}
|
||||
actionLoading.value = a.id
|
||||
try {
|
||||
await stopLive(a.id)
|
||||
ElMessage.success(`#${a.id} 已下发停止`)
|
||||
await refreshSilent()
|
||||
} catch (e: unknown) {
|
||||
ElMessage.error(e instanceof Error ? e.message : '停止失败')
|
||||
} finally {
|
||||
actionLoading.value = null
|
||||
}
|
||||
}
|
||||
</script>
|
||||
|
||||
<template>
|
||||
<div class="page live-list" v-loading="loading">
|
||||
<div class="page-head">
|
||||
<div>
|
||||
<h2 class="page-title">实盘模拟 <span class="count-badge">{{ stats.total }}</span></h2>
|
||||
<p class="page-subtitle">miniQMT 直连 · supervisor 轮询 · 每 15s 自动刷新</p>
|
||||
</div>
|
||||
<el-button type="primary" @click="goNew">+ 新建实盘</el-button>
|
||||
</div>
|
||||
|
||||
<!-- 统计 -->
|
||||
<div class="stat-row">
|
||||
<div class="stat-card"><div class="stat-label">总数</div><div class="stat-value mono">{{ stats.total }}</div></div>
|
||||
<div class="stat-card"><div class="stat-label">运行中</div><div class="stat-value mono" style="color:var(--brand)">{{ stats.running }}</div></div>
|
||||
<div class="stat-card"><div class="stat-label">已停止</div><div class="stat-value mono muted">{{ stats.stopped }}</div></div>
|
||||
</div>
|
||||
|
||||
<!-- 筛选 -->
|
||||
<div class="filter-row">
|
||||
<el-input v-model="kw" placeholder="搜索 名称 / ID / 标的 / 策略" clearable style="width: 280px" />
|
||||
<el-select v-model="statusFilter" placeholder="全部状态" clearable style="width: 130px">
|
||||
<el-option label="运行中" value="running" />
|
||||
<el-option label="已停止" value="stopped" />
|
||||
</el-select>
|
||||
<el-button link type="primary" @click="refresh">刷新</el-button>
|
||||
</div>
|
||||
|
||||
<el-card class="table-card" shadow="never">
|
||||
<el-table :data="filtered" size="small" empty-text="暂无实盘实例">
|
||||
<el-table-column label="名称 / ID" min-width="160">
|
||||
<template #default="{ row }">
|
||||
<div class="cell-name">{{ row.name }}</div>
|
||||
<div class="cell-id mono">#{{ row.id }}</div>
|
||||
</template>
|
||||
</el-table-column>
|
||||
<el-table-column label="标的" min-width="110">
|
||||
<template #default="{ row }"><span class="mono">{{ row.vt_symbol }}</span></template>
|
||||
</el-table-column>
|
||||
<el-table-column label="策略实例" min-width="160">
|
||||
<template #default="{ row }">
|
||||
<div class="cell-name">{{ row.strategy_name }}</div>
|
||||
<div class="cell-id mono muted">{{ row.strategy_class }}</div>
|
||||
</template>
|
||||
</el-table-column>
|
||||
<el-table-column label="频率" width="70">
|
||||
<template #default="{ row }"><span class="mono">{{ row.interval }}</span></template>
|
||||
</el-table-column>
|
||||
<el-table-column label="收益率" width="100" align="right">
|
||||
<template #default="{ row }">
|
||||
<span class="mono" :class="(row.total_return ?? 0) >= 0 ? 'up' : 'down'">{{ pct(row.total_return) }}</span>
|
||||
</template>
|
||||
</el-table-column>
|
||||
<el-table-column label="最新净值" width="130" align="right">
|
||||
<template #default="{ row }">
|
||||
<div class="mono">{{ num(row.latest_equity) }}</div>
|
||||
<div class="cell-id mono muted">{{ row.latest_date ?? '—' }}</div>
|
||||
</template>
|
||||
</el-table-column>
|
||||
<el-table-column label="持仓数" width="76" align="right">
|
||||
<template #default="{ row }"><span class="mono">{{ row.position_count ?? 0 }}</span></template>
|
||||
</el-table-column>
|
||||
<el-table-column label="状态" width="90">
|
||||
<template #default="{ row }">
|
||||
<span class="chip" :class="row.status === 'running' ? 'st-running' : 'st-pending'">
|
||||
{{ row.status === 'running' ? '运行中' : '已停止' }}
|
||||
</span>
|
||||
</template>
|
||||
</el-table-column>
|
||||
<el-table-column label="操作" width="180">
|
||||
<template #default="{ row }">
|
||||
<el-button
|
||||
v-if="row.status !== 'running'"
|
||||
link type="success" size="small"
|
||||
:loading="actionLoading === row.id"
|
||||
@click="onStart(row)"
|
||||
>启动</el-button>
|
||||
<el-button
|
||||
v-else
|
||||
link type="warning" size="small"
|
||||
:loading="actionLoading === row.id"
|
||||
@click="onStop(row)"
|
||||
>停止</el-button>
|
||||
<el-button link type="primary" size="small" @click="goMonitor(row)">监控</el-button>
|
||||
</template>
|
||||
</el-table-column>
|
||||
</el-table>
|
||||
</el-card>
|
||||
</div>
|
||||
</template>
|
||||
|
||||
<style scoped>
|
||||
.live-list { display: flex; flex-direction: column; gap: 16px; }
|
||||
|
||||
.stat-row { display: grid; grid-template-columns: repeat(3, 1fr); gap: 12px; }
|
||||
.stat-card { background: var(--bg-card); border: 1px solid var(--border-2); border-radius: var(--r-md); padding: 14px 16px; }
|
||||
.stat-label { font-size: 12px; color: var(--text-3); }
|
||||
.stat-value { margin-top: 6px; font-size: 26px; font-weight: 700; color: var(--text); }
|
||||
|
||||
.filter-row { display: flex; align-items: center; gap: 10px; }
|
||||
.table-card { border: 1px solid var(--border-2); }
|
||||
|
||||
.cell-name { font-size: 13px; color: var(--text); font-weight: 500; }
|
||||
.cell-id { font-size: 11px; color: var(--text-3); margin-top: 2px; }
|
||||
</style>
|
||||
@@ -0,0 +1,333 @@
|
||||
<script setup lang="ts">
|
||||
import { ref, computed, onMounted, onUnmounted } from 'vue'
|
||||
import { useRoute } from 'vue-router'
|
||||
import { ElMessage, ElMessageBox } from 'element-plus'
|
||||
import {
|
||||
getLive, getLivePositions, getLiveTrades, getLiveAccountBalance, getLiveStatus,
|
||||
startLive, stopLive,
|
||||
type LiveAccount, type LivePosition, type LiveTrade, type LiveBalance, type LiveStatus,
|
||||
} from '@/api/live'
|
||||
|
||||
const route = useRoute()
|
||||
const aid = Number(route.params.id)
|
||||
|
||||
const loading = ref(true)
|
||||
const account = ref<LiveAccount | null>(null)
|
||||
const status = ref<LiveStatus | null>(null)
|
||||
const balance = ref<LiveBalance>({})
|
||||
const positions = ref<LivePosition[]>([])
|
||||
const trades = ref<LiveTrade[]>([])
|
||||
const actionLoading = ref(false)
|
||||
let timer: ReturnType<typeof setInterval> | null = null
|
||||
|
||||
const statusType = computed<'success' | 'info' | 'warning' | 'danger'>(() => {
|
||||
const s = status.value?.status ?? account.value?.status ?? ''
|
||||
if (s === 'running') return 'success'
|
||||
if (s === 'error') return 'danger'
|
||||
return 'info'
|
||||
})
|
||||
|
||||
const statusText = computed(() => {
|
||||
const s = status.value?.status ?? account.value?.status ?? ''
|
||||
if (s === 'running') return '运行中'
|
||||
if (s === 'stopped') return '已停止'
|
||||
if (s === 'error') return '错误'
|
||||
return s || '—'
|
||||
})
|
||||
|
||||
/** 初始 setting 是 JSON 字符串 */
|
||||
const settingParsed = computed<Record<string, unknown>>(() => {
|
||||
const raw = account.value?.setting
|
||||
if (!raw) return {}
|
||||
try {
|
||||
return JSON.parse(raw) as Record<string, unknown>
|
||||
} catch {
|
||||
return {}
|
||||
}
|
||||
})
|
||||
|
||||
const totalReturnPct = computed(() => {
|
||||
const total = balance.value.total
|
||||
const cap = account.value?.initial_capital
|
||||
if (total == null || !cap) return null
|
||||
return (total - cap) / cap
|
||||
})
|
||||
|
||||
const todayStr = new Date().toISOString().slice(0, 10)
|
||||
const todayTrades = computed(() =>
|
||||
trades.value.filter((t) => String(t.traded_at).slice(0, 10) === todayStr),
|
||||
)
|
||||
|
||||
function orDash(v: string | null | undefined): string {
|
||||
return v && v !== 'None' ? v : '—'
|
||||
}
|
||||
|
||||
function num(v: number | null | undefined): string {
|
||||
if (v == null || !Number.isFinite(v)) return '—'
|
||||
return Math.round(v).toLocaleString('zh-CN')
|
||||
}
|
||||
|
||||
function pct(v: number | null): string {
|
||||
if (v == null || !Number.isFinite(v)) return '—'
|
||||
return (v * 100).toFixed(2) + '%'
|
||||
}
|
||||
|
||||
async function load(): Promise<void> {
|
||||
try {
|
||||
const [acc, st, bal, pos, tr] = await Promise.all([
|
||||
getLive(aid),
|
||||
getLiveStatus(aid).catch(() => null),
|
||||
getLiveAccountBalance(aid).catch(() => ({})),
|
||||
getLivePositions(aid),
|
||||
getLiveTrades(aid),
|
||||
])
|
||||
account.value = acc
|
||||
status.value = st
|
||||
balance.value = bal ?? {}
|
||||
positions.value = pos
|
||||
trades.value = tr
|
||||
} catch (e: unknown) {
|
||||
ElMessage.error(e instanceof Error ? e.message : '加载失败')
|
||||
} finally {
|
||||
loading.value = false
|
||||
}
|
||||
}
|
||||
|
||||
onMounted(() => {
|
||||
void load()
|
||||
timer = setInterval(load, 10000)
|
||||
})
|
||||
onUnmounted(() => {
|
||||
if (timer) clearInterval(timer)
|
||||
})
|
||||
|
||||
async function onStart(): Promise<void> {
|
||||
actionLoading.value = true
|
||||
try {
|
||||
await startLive(aid)
|
||||
ElMessage.success('已下发启动(supervisor 将轮询启动 engine)')
|
||||
await load()
|
||||
} catch (e: unknown) {
|
||||
ElMessage.error(e instanceof Error ? e.message : '启动失败')
|
||||
} finally {
|
||||
actionLoading.value = false
|
||||
}
|
||||
}
|
||||
|
||||
async function onStop(): Promise<void> {
|
||||
try {
|
||||
await ElMessageBox.confirm(`确认停止实例 #${aid}?`, '停止确认', { type: 'warning' })
|
||||
} catch {
|
||||
return
|
||||
}
|
||||
actionLoading.value = true
|
||||
try {
|
||||
await stopLive(aid)
|
||||
ElMessage.success('已下发停止')
|
||||
await load()
|
||||
} catch (e: unknown) {
|
||||
ElMessage.error(e instanceof Error ? e.message : '停止失败')
|
||||
} finally {
|
||||
actionLoading.value = false
|
||||
}
|
||||
}
|
||||
</script>
|
||||
|
||||
<template>
|
||||
<div v-loading="loading" class="page live-monitor">
|
||||
<div class="page-head">
|
||||
<div>
|
||||
<h2 class="page-title">
|
||||
实盘监控 <span class="muted">#{{ aid }}</span>
|
||||
<span v-if="account" class="title-sub"> · {{ account.name }} · {{ account.vt_symbol }}</span>
|
||||
</h2>
|
||||
<p class="page-subtitle">miniQMT 直连 · 每 10s 自动刷新</p>
|
||||
</div>
|
||||
<div class="head-right">
|
||||
<el-tag :type="statusType" effect="dark" size="large">{{ statusText }}</el-tag>
|
||||
<el-button
|
||||
v-if="(status?.status ?? account?.status) !== 'running'"
|
||||
type="success" :loading="actionLoading"
|
||||
@click="onStart"
|
||||
>启动</el-button>
|
||||
<el-button
|
||||
v-else
|
||||
type="warning" :loading="actionLoading"
|
||||
@click="onStop"
|
||||
>停止</el-button>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<el-alert
|
||||
v-if="status?.error_msg || account?.error_msg"
|
||||
type="error"
|
||||
:title="status?.error_msg || account?.error_msg || ''"
|
||||
:closable="false"
|
||||
/>
|
||||
|
||||
<!-- 状态卡片 -->
|
||||
<div class="stat-row">
|
||||
<div class="stat">
|
||||
<span class="stat-label">策略实例</span>
|
||||
<span class="stat-value">{{ account?.strategy_name ?? '—' }}</span>
|
||||
<span class="stat-sub mono muted">{{ account?.strategy_class ?? '' }}</span>
|
||||
</div>
|
||||
<div class="stat">
|
||||
<span class="stat-label">标的</span>
|
||||
<span class="stat-value mono">{{ account?.vt_symbol ?? '—' }}</span>
|
||||
</div>
|
||||
<div class="stat">
|
||||
<span class="stat-label">周期 / 资金</span>
|
||||
<span class="stat-value mono">{{ account?.interval ?? '—' }} / {{ num(account?.initial_capital) }}</span>
|
||||
</div>
|
||||
<div class="stat">
|
||||
<span class="stat-label">最新账户总额</span>
|
||||
<span class="stat-value mono">{{ num(balance.total) }}</span>
|
||||
<span class="stat-sub mono muted">{{ balance.date ?? '—' }}</span>
|
||||
</div>
|
||||
<div class="stat">
|
||||
<span class="stat-label">累计收益率</span>
|
||||
<span class="stat-value mono" :class="(totalReturnPct ?? 0) >= 0 ? 'up' : 'down'">{{ pct(totalReturnPct) }}</span>
|
||||
</div>
|
||||
<div class="stat">
|
||||
<span class="stat-label">上次更新</span>
|
||||
<span class="stat-value num">{{ orDash(status?.updated_at ?? account?.updated_at) }}</span>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<!-- 净值三件套 -->
|
||||
<el-row :gutter="16">
|
||||
<el-col :span="8">
|
||||
<el-card shadow="never">
|
||||
<div class="metric">
|
||||
<div class="metric-label">现金</div>
|
||||
<div class="metric-value mono">{{ num(balance.cash) }}</div>
|
||||
</div>
|
||||
</el-card>
|
||||
</el-col>
|
||||
<el-col :span="8">
|
||||
<el-card shadow="never">
|
||||
<div class="metric">
|
||||
<div class="metric-label">市值</div>
|
||||
<div class="metric-value mono">{{ num(balance.market_value) }}</div>
|
||||
</div>
|
||||
</el-card>
|
||||
</el-col>
|
||||
<el-col :span="8">
|
||||
<el-card shadow="never">
|
||||
<div class="metric">
|
||||
<div class="metric-label">总资产</div>
|
||||
<div class="metric-value mono">{{ num(balance.total) }}</div>
|
||||
</div>
|
||||
</el-card>
|
||||
</el-col>
|
||||
</el-row>
|
||||
|
||||
<!-- 持仓 -->
|
||||
<el-card shadow="never">
|
||||
<template #header><span class="section-title">当前持仓</span></template>
|
||||
<el-table :data="positions" size="small" empty-text="无持仓">
|
||||
<el-table-column prop="symbol" label="标的" min-width="100" />
|
||||
<el-table-column prop="volume" label="总持仓" width="100" class-name="num" />
|
||||
<el-table-column prop="frozen" label="冻结" width="90" class-name="num" />
|
||||
<el-table-column prop="avg_price" label="均价" width="100" class-name="num" />
|
||||
<el-table-column prop="updated_at" label="更新时间" min-width="160" />
|
||||
</el-table>
|
||||
</el-card>
|
||||
|
||||
<!-- 今日成交 -->
|
||||
<el-card shadow="never">
|
||||
<template #header><span class="section-title">今日成交</span></template>
|
||||
<el-table :data="todayTrades" size="small" empty-text="今日无成交">
|
||||
<el-table-column prop="traded_at" label="时间" min-width="160" />
|
||||
<el-table-column prop="strategy_name" label="策略" min-width="160" />
|
||||
<el-table-column prop="symbol" label="标的" width="100" />
|
||||
<el-table-column label="方向" width="70">
|
||||
<template #default="{ row }">
|
||||
<span :class="row.direction === '多' || row.direction === 'buy' ? 'up' : 'down'">
|
||||
{{ row.direction }}
|
||||
</span>
|
||||
</template>
|
||||
</el-table-column>
|
||||
<el-table-column prop="offset" label="开平" width="70" />
|
||||
<el-table-column prop="price" label="价格" width="100" class-name="num" />
|
||||
<el-table-column prop="volume" label="数量" width="90" class-name="num" />
|
||||
</el-table>
|
||||
</el-card>
|
||||
|
||||
<!-- 全部成交(最新在上) -->
|
||||
<el-card shadow="never">
|
||||
<template #header><span class="section-title">全部成交记录</span></template>
|
||||
<el-table :data="[...trades].reverse()" size="small" empty-text="无成交" max-height="400">
|
||||
<el-table-column prop="traded_at" label="时间" min-width="160" />
|
||||
<el-table-column prop="strategy_name" label="策略" min-width="160" />
|
||||
<el-table-column prop="symbol" label="标的" width="100" />
|
||||
<el-table-column label="方向" width="70">
|
||||
<template #default="{ row }">
|
||||
<span :class="row.direction === '多' || row.direction === 'buy' ? 'up' : 'down'">
|
||||
{{ row.direction }}
|
||||
</span>
|
||||
</template>
|
||||
</el-table-column>
|
||||
<el-table-column prop="offset" label="开平" width="70" />
|
||||
<el-table-column prop="price" label="价格" width="100" class-name="num" />
|
||||
<el-table-column prop="volume" label="数量" width="90" class-name="num" />
|
||||
</el-table>
|
||||
</el-card>
|
||||
|
||||
<!-- 策略参数 -->
|
||||
<el-card shadow="never">
|
||||
<template #header><span class="section-title">策略参数</span></template>
|
||||
<pre class="setting-pre mono">{{ JSON.stringify(settingParsed, null, 2) }}</pre>
|
||||
</el-card>
|
||||
</div>
|
||||
</template>
|
||||
|
||||
<style scoped>
|
||||
.live-monitor { display: flex; flex-direction: column; gap: 16px; }
|
||||
|
||||
.page-head { display: flex; justify-content: space-between; align-items: flex-start; gap: 16px; }
|
||||
.head-right { display: flex; align-items: center; gap: 12px; }
|
||||
.title-sub { font-size: 13px; color: var(--text-3); font-weight: 500; }
|
||||
|
||||
.stat-row {
|
||||
display: grid;
|
||||
grid-template-columns: repeat(6, 1fr);
|
||||
gap: var(--sp-3);
|
||||
}
|
||||
.stat {
|
||||
background: var(--bg-card);
|
||||
border: 1px solid var(--border);
|
||||
border-radius: var(--r-md);
|
||||
padding: 12px 14px;
|
||||
display: flex;
|
||||
flex-direction: column;
|
||||
gap: 6px;
|
||||
}
|
||||
.stat-label { font-size: 11px; color: var(--text-3); letter-spacing: 0.3px; }
|
||||
.stat-value { font-size: 15px; color: var(--text); font-weight: 600; }
|
||||
.stat-sub { font-size: 11px; }
|
||||
|
||||
.metric { padding: 4px 0; }
|
||||
.metric-label { font-size: 12px; color: var(--text-3); margin-bottom: 6px; }
|
||||
.metric-value { font-size: 22px; font-weight: 700; color: var(--text); }
|
||||
|
||||
.setting-pre {
|
||||
background: var(--bg);
|
||||
border: 1px solid var(--border-2);
|
||||
border-radius: var(--r-sm);
|
||||
padding: 10px 14px;
|
||||
margin: 0;
|
||||
font-size: 12px;
|
||||
color: var(--text-2);
|
||||
white-space: pre-wrap;
|
||||
word-break: break-all;
|
||||
}
|
||||
|
||||
@media (max-width: 1200px) {
|
||||
.stat-row { grid-template-columns: repeat(3, 1fr); }
|
||||
}
|
||||
@media (max-width: 700px) {
|
||||
.stat-row { grid-template-columns: repeat(2, 1fr); }
|
||||
}
|
||||
</style>
|
||||
@@ -0,0 +1,180 @@
|
||||
<script setup lang="ts">
|
||||
import { ref } from 'vue'
|
||||
import { useRouter } from 'vue-router'
|
||||
import { ElMessage } from 'element-plus'
|
||||
import { createLive, type LiveCreateRequest } from '@/api/live'
|
||||
|
||||
const router = useRouter()
|
||||
const loading = ref(false)
|
||||
|
||||
const form = ref<LiveCreateRequest>({
|
||||
name: 'live-600000',
|
||||
account: '66639661',
|
||||
vt_symbol: '600000.SSE',
|
||||
strategy_class: 'AShareDoubleMaStrategy',
|
||||
strategy_name: 'AShareDoubleMa_600000',
|
||||
setting: {
|
||||
fast_window: 5,
|
||||
slow_window: 20,
|
||||
window: 15,
|
||||
size: 100,
|
||||
forbid_short: true,
|
||||
},
|
||||
interval: '15m',
|
||||
initial_capital: 1_000_000,
|
||||
connect_wait_sec: 10,
|
||||
init_wait_sec: 60,
|
||||
mini_path: 'C:\\国金QMT交易端模拟\\userdata_mini',
|
||||
})
|
||||
|
||||
const strategyClassOptions = [
|
||||
{ value: 'AShareDoubleMaStrategy', label: 'AShareDoubleMaStrategy(双均线 A 股策略)' },
|
||||
]
|
||||
|
||||
async function onSubmit(): Promise<void> {
|
||||
if (!form.value.name.trim()) {
|
||||
ElMessage.warning('请填写实例名')
|
||||
return
|
||||
}
|
||||
if (!form.value.account.trim()) {
|
||||
ElMessage.warning('请填写交易账号')
|
||||
return
|
||||
}
|
||||
if (!form.value.strategy_name.trim()) {
|
||||
ElMessage.warning('请填写策略实例名')
|
||||
return
|
||||
}
|
||||
loading.value = true
|
||||
try {
|
||||
const res = await createLive(form.value)
|
||||
ElMessage.success(`已创建实盘实例 #${res.accountId}(stopped),请到列表点"启动"`)
|
||||
router.push('/live')
|
||||
} catch (e: unknown) {
|
||||
ElMessage.error(e instanceof Error ? e.message : '创建失败')
|
||||
} finally {
|
||||
loading.value = false
|
||||
}
|
||||
}
|
||||
</script>
|
||||
|
||||
<template>
|
||||
<div class="page live-new">
|
||||
<div class="page-head">
|
||||
<div>
|
||||
<h2 class="page-title">新建实盘模拟</h2>
|
||||
<p class="page-subtitle">miniQMT 直连 · A 股实盘模拟(supervisor 轮询)</p>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<el-alert
|
||||
type="info"
|
||||
:closable="false"
|
||||
title="创建后状态为 stopped,需到列表点『启动』才会启动(supervisor 轮询发现后起 engine)"
|
||||
/>
|
||||
|
||||
<el-card class="blk" shadow="never">
|
||||
<template #header><span class="section-title">基本配置</span></template>
|
||||
<el-form :model="form" label-width="140px">
|
||||
<el-form-item label="实例名" required>
|
||||
<el-input v-model="form.name" placeholder="live-600000" style="width: 320px" />
|
||||
<span class="muted form-hint">页面显示用</span>
|
||||
</el-form-item>
|
||||
<el-form-item label="交易账号" required>
|
||||
<el-input v-model="form.account" placeholder="66639661" style="width: 320px" />
|
||||
<span class="muted form-hint">QMT 账号</span>
|
||||
</el-form-item>
|
||||
<el-form-item label="策略类">
|
||||
<el-select v-model="form.strategy_class" style="width: 360px">
|
||||
<el-option
|
||||
v-for="opt in strategyClassOptions"
|
||||
:key="opt.value"
|
||||
:label="opt.label"
|
||||
:value="opt.value"
|
||||
/>
|
||||
</el-select>
|
||||
<span class="muted form-hint">MVP 仅支持 AShareDoubleMaStrategy</span>
|
||||
</el-form-item>
|
||||
<el-form-item label="策略实例名" required>
|
||||
<el-input v-model="form.strategy_name" placeholder="AShareDoubleMa_600000" style="width: 320px" />
|
||||
<span class="muted form-hint">engine 内唯一</span>
|
||||
</el-form-item>
|
||||
</el-form>
|
||||
</el-card>
|
||||
|
||||
<el-card class="blk" shadow="never">
|
||||
<template #header><span class="section-title">标的与频率</span></template>
|
||||
<el-form :model="form" label-width="140px">
|
||||
<el-form-item label="标的(vt_symbol)">
|
||||
<el-input v-model="form.vt_symbol" placeholder="600000.SSE" style="width: 320px" />
|
||||
<span class="muted form-hint">交易所代码 .SSE / .SZSE</span>
|
||||
</el-form-item>
|
||||
<el-form-item label="K 线周期">
|
||||
<el-input v-model="form.interval" placeholder="15m" style="width: 160px" />
|
||||
<span class="muted form-hint">如 15m / 1m / d</span>
|
||||
</el-form-item>
|
||||
<el-form-item label="起始资金">
|
||||
<el-input-number v-model="form.initial_capital" :min="10000" :step="100000" style="width: 240px" />
|
||||
<span class="muted form-hint">单位:元</span>
|
||||
</el-form-item>
|
||||
</el-form>
|
||||
</el-card>
|
||||
|
||||
<el-card class="blk" shadow="never">
|
||||
<template #header><span class="section-title">策略参数(setting)</span></template>
|
||||
<el-form :model="form.setting" label-width="140px">
|
||||
<el-form-item label="fast_window">
|
||||
<el-input-number v-model="form.setting.fast_window as number" :min="1" :step="1" style="width: 200px" />
|
||||
<span class="muted form-hint">快均线周期</span>
|
||||
</el-form-item>
|
||||
<el-form-item label="slow_window">
|
||||
<el-input-number v-model="form.setting.slow_window as number" :min="1" :step="1" style="width: 200px" />
|
||||
<span class="muted form-hint">慢均线周期</span>
|
||||
</el-form-item>
|
||||
<el-form-item label="window">
|
||||
<el-input-number v-model="form.setting.window as number" :min="1" :step="1" style="width: 200px" />
|
||||
<span class="muted form-hint">辅助计算窗口</span>
|
||||
</el-form-item>
|
||||
<el-form-item label="size">
|
||||
<el-input-number v-model="form.setting.size as number" :min="1" :step="100" style="width: 200px" />
|
||||
<span class="muted form-hint">定寸股数(A 股 100 的倍数)</span>
|
||||
</el-form-item>
|
||||
<el-form-item label="forbid_short">
|
||||
<el-switch v-model="form.setting.forbid_short as boolean" />
|
||||
<span class="muted form-hint">禁止做空(A 股默认开)</span>
|
||||
</el-form-item>
|
||||
</el-form>
|
||||
</el-card>
|
||||
|
||||
<el-card class="blk" shadow="never">
|
||||
<template #header><span class="section-title">连接参数(可选)</span></template>
|
||||
<el-form :model="form" label-width="140px">
|
||||
<el-form-item label="connect_wait_sec">
|
||||
<el-input-number v-model="form.connect_wait_sec as number" :min="1" :step="5" style="width: 200px" />
|
||||
<span class="muted form-hint">连接 QMT 等待秒数</span>
|
||||
</el-form-item>
|
||||
<el-form-item label="init_wait_sec">
|
||||
<el-input-number v-model="form.init_wait_sec as number" :min="1" :step="10" style="width: 200px" />
|
||||
<span class="muted form-hint">策略初始化等待秒数</span>
|
||||
</el-form-item>
|
||||
<el-form-item label="mini_path">
|
||||
<el-input v-model="form.mini_path" placeholder="C:\\国金QMT交易端模拟\\userdata_mini" style="width: 480px" />
|
||||
<span class="muted form-hint">miniQMT userdata_mini 路径;空时后端用 env SANGUO_QMT_PATH 或内置默认</span>
|
||||
</el-form-item>
|
||||
</el-form>
|
||||
</el-card>
|
||||
|
||||
<div class="submit-bar">
|
||||
<el-button type="primary" size="large" :loading="loading" @click="onSubmit">
|
||||
创建实盘实例
|
||||
</el-button>
|
||||
<el-button size="large" @click="router.push('/live')">取消</el-button>
|
||||
</div>
|
||||
</div>
|
||||
</template>
|
||||
|
||||
<style scoped>
|
||||
.live-new { display: flex; flex-direction: column; gap: 16px; }
|
||||
.blk { border: 1px solid var(--border-2); }
|
||||
.form-hint { margin-left: 10px; }
|
||||
.submit-bar { padding: 4px 0; display: flex; gap: 12px; }
|
||||
</style>
|
||||
@@ -2,3 +2,5 @@
|
||||
pythonpath = .
|
||||
testpaths = tests
|
||||
asyncio_mode = auto
|
||||
markers =
|
||||
requires_bullet_trade: 需要 bullet-trade 已安装(否则 skip)
|
||||
|
||||
+7
-2
@@ -3,7 +3,9 @@ FastAPI application factory for Sanguo Quant API
|
||||
"""
|
||||
from fastapi import FastAPI
|
||||
from .routes import router, set_orchestrator, set_auth_config
|
||||
from .routes_paper import router as paper_router, set_db_path
|
||||
from .routes_paper import router as paper_router, set_db_path as set_paper_db_path
|
||||
from .routes_live import router as live_router, set_db_path as set_live_db_path
|
||||
from .routes_portfolio import router as portfolio_router
|
||||
from .auth import set_jwt_config
|
||||
from .ws import manager
|
||||
from sanguo_orchestrator.runner import Orchestrator
|
||||
@@ -35,7 +37,10 @@ def create_app(db_path: str, file_dir=None, auth_config=None, max_workers: int =
|
||||
# Include routes
|
||||
app.include_router(router, prefix="/api/v1")
|
||||
app.include_router(paper_router, prefix="/api/v1")
|
||||
set_db_path(db_path)
|
||||
app.include_router(live_router, prefix="/api/v1")
|
||||
app.include_router(portfolio_router, prefix="/api/v1")
|
||||
set_paper_db_path(db_path)
|
||||
set_live_db_path(db_path)
|
||||
|
||||
@app.on_event("startup")
|
||||
def _register_live_step():
|
||||
|
||||
@@ -0,0 +1,178 @@
|
||||
"""实盘模拟 API 路由（spec §live-api）。
|
||||
|
||||
create 建 live_account(持久化配置,status=stopped);start/stop 改 status 字段;
|
||||
GET 查询持仓/成交/账户/状态。runner(supervisor) 是独立常驻进程,轮询 status 字段
|
||||
决定起停 LiveTradingEngine;两者只通过 DB 通信,本模块不实例化 engine。
|
||||
|
||||
风格参考 ``sanguo_api/routes_paper.py``。
|
||||
"""
|
||||
from __future__ import annotations
|
||||
|
||||
import os
|
||||
|
||||
from fastapi import APIRouter, Depends, Header, HTTPException
|
||||
from pydantic import BaseModel
|
||||
|
||||
from .auth import verify_token as verify_token_impl
|
||||
|
||||
router = APIRouter()
|
||||
_db_path = {"path": None}
|
||||
|
||||
# miniQMT 默认 userdata_mini 路径(国金QMT交易端模拟);
|
||||
# req.mini_path 空 → env SANGUO_QMT_PATH → 此默认(双保险,避免 connect=-1)
|
||||
_DEFAULT_MINI_PATH = r"C:\国金QMT交易端模拟\userdata_mini"
|
||||
|
||||
|
||||
def set_db_path(p):
|
||||
_db_path["path"] = p
|
||||
if p:
|
||||
from sanguo_live.persistence import init_db
|
||||
init_db(p) # app 启动建表(幂等)
|
||||
|
||||
|
||||
async def verify_token(authorization: str | None = Header(None)):
|
||||
if authorization is None or not authorization.startswith("Bearer "):
|
||||
raise HTTPException(401, "Missing/invalid authorization")
|
||||
return verify_token_impl(authorization.split(" ", 1)[1])
|
||||
|
||||
|
||||
class LiveCreateRequest(BaseModel):
|
||||
name: str = "live"
|
||||
account: str
|
||||
vt_symbol: str = "600000.SSE"
|
||||
strategy_class: str = "AShareDoubleMaStrategy"
|
||||
strategy_name: str
|
||||
setting: dict = {}
|
||||
interval: str = "15m"
|
||||
initial_capital: float = 1_000_000
|
||||
connect_wait_sec: int = 10
|
||||
init_wait_sec: int = 60
|
||||
mini_path: str = ""
|
||||
|
||||
|
||||
@router.post("/live/create", dependencies=[Depends(verify_token)])
|
||||
def create_live(req: LiveCreateRequest):
|
||||
"""创建实盘实例(写 live_accounts,status=stopped)。需调 start 才会启动。"""
|
||||
from sanguo_live.persistence import init_db, save_account
|
||||
|
||||
db = _db_path["path"] or ":memory:"
|
||||
init_db(db)
|
||||
payload = req.model_dump()
|
||||
# mini_path 兜底:req → env SANGUO_QMT_PATH → 内置默认(空值会导致 connect=-1)
|
||||
if not payload.get("mini_path"):
|
||||
payload["mini_path"] = (
|
||||
os.environ.get("SANGUO_QMT_PATH") or _DEFAULT_MINI_PATH
|
||||
)
|
||||
aid = save_account(db, {**payload, "status": "stopped"})
|
||||
return {"account_id": aid, "status": "stopped"}
|
||||
|
||||
|
||||
@router.get("/live", dependencies=[Depends(verify_token)])
|
||||
def list_lives():
|
||||
"""实盘实例列表。每行带最新账户快照摘要(total/收益率)。
|
||||
|
||||
收益率用首快照基线:(last_total - first_total) / first_total,
|
||||
避免用 initial_capital 兜底导致入金/出金瞬间收益率失真。
|
||||
无快照时 total_return=None(不兜底 initial_capital)。
|
||||
"""
|
||||
from sanguo_live.persistence import (
|
||||
list_accounts, get_last_balance, get_first_balance, load_positions,
|
||||
)
|
||||
|
||||
db = _db_path["path"]
|
||||
if not db:
|
||||
return {"accounts": []}
|
||||
items = list_accounts(db)
|
||||
for item in items:
|
||||
last = get_last_balance(db, item["id"])
|
||||
first = get_first_balance(db, item["id"])
|
||||
if last:
|
||||
item["latest_equity"] = last.get("total")
|
||||
item["latest_date"] = last.get("date")
|
||||
else:
|
||||
item["latest_equity"] = None
|
||||
item["latest_date"] = None
|
||||
# 收益率:首快照 total 为 baseline;last/first 同条时为 0
|
||||
baseline = (first or {}).get("total") if first else None
|
||||
if last and baseline:
|
||||
item["total_return"] = (last.get("total", 0) - baseline) / baseline
|
||||
else:
|
||||
item["total_return"] = None
|
||||
item["position_count"] = len(load_positions(db, item["id"]))
|
||||
return {"accounts": items}
|
||||
|
||||
|
||||
@router.get("/live/{aid}", dependencies=[Depends(verify_token)])
|
||||
def get_live(aid: int):
|
||||
from sanguo_live.persistence import get_account
|
||||
|
||||
acc = get_account(_db_path["path"], aid)
|
||||
if not acc:
|
||||
raise HTTPException(404, "account not found")
|
||||
return acc
|
||||
|
||||
|
||||
@router.post("/live/{aid}/start", dependencies=[Depends(verify_token)])
|
||||
def start_live(aid: int):
|
||||
"""启动实例(status=running)。supervisor 轮询发现后起 engine。"""
|
||||
from sanguo_live.persistence import get_account, update_account_status
|
||||
|
||||
acc = get_account(_db_path["path"], aid)
|
||||
if not acc:
|
||||
raise HTTPException(404, "account not found")
|
||||
if not acc["account"]:
|
||||
raise HTTPException(400, "account 字段(交易账号)不能为空")
|
||||
update_account_status(_db_path["path"], aid, "running")
|
||||
return {"account_id": aid, "status": "running"}
|
||||
|
||||
|
||||
@router.post("/live/{aid}/stop", dependencies=[Depends(verify_token)])
|
||||
def stop_live(aid: int):
|
||||
"""停止实例(status=stopped)。supervisor 轮询发现后停 engine。"""
|
||||
from sanguo_live.persistence import get_account, update_account_status
|
||||
|
||||
if not get_account(_db_path["path"], aid):
|
||||
raise HTTPException(404, "account not found")
|
||||
update_account_status(_db_path["path"], aid, "stopped")
|
||||
return {"account_id": aid, "status": "stopped"}
|
||||
|
||||
|
||||
@router.get("/live/{aid}/positions", dependencies=[Depends(verify_token)])
|
||||
def get_positions(aid: int):
|
||||
"""持仓快照(读 live_positions,supervisor 定时落库)。"""
|
||||
from sanguo_live.persistence import load_positions
|
||||
|
||||
return load_positions(_db_path["path"], aid)
|
||||
|
||||
|
||||
@router.get("/live/{aid}/trades", dependencies=[Depends(verify_token)])
|
||||
def get_trades(aid: int):
|
||||
"""成交明细(读 live_trades,supervisor 事件回调落库)。"""
|
||||
from sanguo_live.persistence import list_trades
|
||||
|
||||
return list_trades(_db_path["path"], aid)
|
||||
|
||||
|
||||
@router.get("/live/{aid}/account", dependencies=[Depends(verify_token)])
|
||||
def get_account_balance(aid: int):
|
||||
"""账户最新快照(读 live_balance 最新一条)。"""
|
||||
from sanguo_live.persistence import get_last_balance
|
||||
|
||||
last = get_last_balance(_db_path["path"], aid)
|
||||
return last or {}
|
||||
|
||||
|
||||
@router.get("/live/{aid}/status", dependencies=[Depends(verify_token)])
|
||||
def get_status(aid: int):
|
||||
"""运行状态(读 live_accounts.status)。"""
|
||||
from sanguo_live.persistence import get_account
|
||||
|
||||
acc = get_account(_db_path["path"], aid)
|
||||
if not acc:
|
||||
raise HTTPException(404, "account not found")
|
||||
return {
|
||||
"account_id": aid, "status": acc["status"], "name": acc["name"],
|
||||
"account": acc["account"], "vt_symbol": acc["vt_symbol"],
|
||||
"strategy_name": acc["strategy_name"], "updated_at": acc["updated_at"],
|
||||
"error_msg": acc.get("error_msg", ""),
|
||||
}
|
||||
@@ -0,0 +1,126 @@
|
||||
"""组合策略 API 路由(MVP)。
|
||||
|
||||
POST /portfolio/backtest: SSH 触发 VPS 跑 BulletTrade + all_weather,
|
||||
捕获 stdout JSON 返回前端。同步模式(回测耗时,前端 loading,timeout 600s)。
|
||||
|
||||
风格参考 routes_paper.py / routes_live.py。
|
||||
"""
|
||||
from __future__ import annotations
|
||||
|
||||
import logging
|
||||
import shlex
|
||||
import subprocess
|
||||
from typing import Any, Optional
|
||||
|
||||
from fastapi import APIRouter, Depends, Header, HTTPException
|
||||
from pydantic import BaseModel, Field
|
||||
|
||||
from .auth import verify_token as verify_token_impl
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
router = APIRouter()
|
||||
|
||||
# VPS SSH 连接配置(~/.ssh/config 已配 49.232.102.198 免密 key)
|
||||
_VPS_HOST = "49.232.102.198"
|
||||
_VPS_WORKDIR = r"C:\\sanguo_vnpy_v2"
|
||||
_VPS_PYTHON = "python"
|
||||
_VPS_TIMEOUT = 600 # 回测耗时,给 10 分钟
|
||||
|
||||
|
||||
async def verify_token(authorization: str | None = Header(None)):
|
||||
if authorization is None or not authorization.startswith("Bearer "):
|
||||
raise HTTPException(401, "Missing/invalid authorization")
|
||||
return verify_token_impl(authorization.split(" ", 1)[1])
|
||||
|
||||
|
||||
class PortfolioBacktestRequest(BaseModel):
|
||||
pool: str = Field(default="hs300_subset", description="标的池(占位,MVP 用默认)")
|
||||
start_date: str = Field(default="2024-01-01", description="YYYY-MM-DD")
|
||||
end_date: str = Field(default="2024-02-29", description="YYYY-MM-DD")
|
||||
initial_cash: float = Field(default=1_000_000.0, description="初始资金(元)")
|
||||
benchmark: str = Field(default="000300.XSHG", description="基准代码")
|
||||
|
||||
|
||||
@router.post("/portfolio/backtest", dependencies=[Depends(verify_token)])
|
||||
def run_portfolio_backtest(req: PortfolioBacktestRequest):
|
||||
"""SSH 触发 VPS 跑 BulletTrade + all_weather 回测,同步返回 JSON 结果。
|
||||
|
||||
Windows SSH 坑:
|
||||
- GBK 编码:python -X utf8 避免中文 print 编码崩
|
||||
- 引号嵌套:用 list 形式 argv,避免 shell 引号 escape 噩梦
|
||||
- 没有 tail/head/grep:用 python 后处理(本函数在 Mac 端直接解析 stdout)
|
||||
- 中文路径:VPS_WORKDIR / userdata_mini 走 env(DEFAULT_DATA_PROVIDER=miniqmt)
|
||||
"""
|
||||
# 在 VPS 上跑的命令:cd workdir && set ENV && python -m sanguo_portfolio.runner_backtest --json
|
||||
# Windows cmd: set X=Y&&cmd2 (注意 & 必须紧贴前一条,不能有空格,否则 set 会把尾部空格算进 value)
|
||||
cmd_parts = [
|
||||
"set", "DEFAULT_DATA_PROVIDER=miniqmt", "&&",
|
||||
"cd", _VPS_WORKDIR, "&&",
|
||||
_VPS_PYTHON, "-X", "utf8", "-m", "sanguo_portfolio.runner_backtest",
|
||||
"--json",
|
||||
"--start", req.start_date,
|
||||
"--end", req.end_date,
|
||||
"--cash", str(req.initial_cash),
|
||||
"--benchmark", req.benchmark,
|
||||
]
|
||||
# 用 ssh host "cmd string" 形式;argv 在 ssh 远端走 cmd /c 解析
|
||||
ssh_argv = [
|
||||
"ssh",
|
||||
"-o", "ConnectTimeout=15",
|
||||
"-o", "StrictHostKeyChecking=no",
|
||||
_VPS_HOST,
|
||||
" ".join(shlex.quote(p) if p != "&&" else "&&" for p in cmd_parts),
|
||||
]
|
||||
|
||||
logger.info("[portfolio] SSH 触发: %s", ssh_argv[-1])
|
||||
try:
|
||||
proc = subprocess.run(
|
||||
ssh_argv,
|
||||
capture_output=True,
|
||||
text=True,
|
||||
timeout=_VPS_TIMEOUT,
|
||||
check=False,
|
||||
)
|
||||
except subprocess.TimeoutExpired:
|
||||
raise HTTPException(504, f"VPS 回测超时(>{_VPS_TIMEOUT}s)")
|
||||
except FileNotFoundError:
|
||||
raise HTTPException(500, "本机未找到 ssh 命令")
|
||||
except Exception as exc:
|
||||
logger.exception("[portfolio] SSH 调用失败")
|
||||
raise HTTPException(500, f"SSH 调用失败: {exc}")
|
||||
|
||||
if proc.returncode != 0:
|
||||
stderr_tail = (proc.stderr or "")[-2000:]
|
||||
logger.error("[portfolio] VPS 回测失败 rc=%s stderr=%s", proc.returncode, stderr_tail)
|
||||
raise HTTPException(
|
||||
500,
|
||||
f"VPS 回测失败(rc={proc.returncode}): {stderr_tail}",
|
||||
)
|
||||
|
||||
# 从 stdout 提取最后一行 JSON(runner --json 只 print 一行)
|
||||
stdout = proc.stdout or ""
|
||||
import json as _json
|
||||
result: Optional[dict[str, Any]] = None
|
||||
parse_err: Optional[str] = None
|
||||
for line in reversed(stdout.strip().splitlines()):
|
||||
line = line.strip()
|
||||
if not line.startswith("{"):
|
||||
continue
|
||||
try:
|
||||
result = _json.loads(line)
|
||||
break
|
||||
except _json.JSONDecodeError as exc:
|
||||
parse_err = str(exc)
|
||||
continue
|
||||
|
||||
if result is None:
|
||||
logger.error(
|
||||
"[portfolio] stdout 无 JSON 行。parse_err=%s stdout_tail=%s",
|
||||
parse_err, stdout[-2000:],
|
||||
)
|
||||
raise HTTPException(
|
||||
500,
|
||||
f"VPS stdout 解析失败: {parse_err or 'no JSON line'}; stdout_tail={stdout[-500:]!r}",
|
||||
)
|
||||
|
||||
return result
|
||||
@@ -0,0 +1,14 @@
|
||||
"""sanguo_live — vnpy 原生实盘交易引擎(A股 15min 策略)。
|
||||
|
||||
模块组成:
|
||||
- base_template.AShareCtaTemplate A股 CTA 基类(定寸 size=100 + 禁做空)
|
||||
- strategies.AShareDoubleMaStrategy 15min 双均线策略
|
||||
- engine.LiveTradingEngine MainEngine + QmtGateway + CtaStrategyApp 封装
|
||||
- runner.run 实盘入口: connect → add → subscribe → init → start → 常驻
|
||||
|
||||
本机 dev 视图通常未装 vnpy_ctastrategy / vnpy_qmt,模块 import 容错(运行时才校验依赖)。
|
||||
"""
|
||||
from __future__ import annotations
|
||||
|
||||
__all__ = ["__version__"]
|
||||
__version__ = "0.1.0"
|
||||
@@ -0,0 +1,17 @@
|
||||
"""python -m sanguo_live [config_path | --supervisor [db_path]]
|
||||
|
||||
默认(无参 / yaml 路径):config 驱动单实例模式(run)。
|
||||
--supervisor [db_path]:DB 驱动 supervisor,轮询 live_accounts.status 管理多实例。
|
||||
"""
|
||||
import sys
|
||||
|
||||
from sanguo_live.runner import run, run_supervisor
|
||||
|
||||
if __name__ == "__main__":
|
||||
args = sys.argv[1:]
|
||||
if args and args[0] == "--supervisor":
|
||||
db_path = args[1] if len(args) > 1 else None
|
||||
run_supervisor(db_path)
|
||||
else:
|
||||
cfg = args[0] if args else None
|
||||
run(cfg)
|
||||
@@ -0,0 +1,117 @@
|
||||
"""A股 CTA 策略基类:定寸(1 手 = 100 股)+ 禁做空。
|
||||
|
||||
为什么需要这一层:
|
||||
- vnpy_qmt 的 send_order 把 ``volume`` 当**股数**直接传给 xtquant,不会自动乘合约 size。
|
||||
标准 CtaTemplate 策略写 ``buy(price, 1)`` 表示 1 手 → 实际只下 1 股,会被券商拒单
|
||||
或当成废单。AShareCtaTemplate 在 buy/sell/cover 内部把 volume ×= ``self.size``
|
||||
(默认 100),让策略保留"手"的语义。
|
||||
- A 股不可做空:``short`` 直接返回 [] 并写日志(``forbid_short=True`` 生效时)。
|
||||
|
||||
依赖 vnpy_ctastrategy.CtaTemplate。本机未装时 CtaTemplate fallback 为 ``object``,
|
||||
模块 import 不崩,只有运行时实例化或调用方法才会报错。
|
||||
"""
|
||||
from __future__ import annotations
|
||||
|
||||
import logging
|
||||
from typing import Any
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
try:
|
||||
from vnpy_ctastrategy import CtaTemplate # type: ignore
|
||||
_HAS_CTA_BASE = True
|
||||
_IMPORT_ERROR: Exception | None = None
|
||||
except ImportError as _e: # 本机 dev 环境常未装 vnpy_ctastrategy
|
||||
CtaTemplate = object # type: ignore[assignment,misc]
|
||||
_HAS_CTA_BASE = False
|
||||
_IMPORT_ERROR = _e
|
||||
|
||||
|
||||
class AShareCtaTemplate(CtaTemplate): # type: ignore[misc]
|
||||
"""A 股 CTA 策略基类。
|
||||
|
||||
定寸:``buy`` / ``cover`` / ``sell`` 的 ``volume`` 自动 ``×= size``(默认 100,
|
||||
即 1 手 = 100 股),不足 1 手向下取整并告警。
|
||||
禁做空:``short`` 直接返回 [](由 ``forbid_short`` 控制,默认 True)。
|
||||
|
||||
子类化注意:必须把 ``size``/``forbid_short`` 加入自己的 ``parameters`` 列表,
|
||||
否则 ``update_setting`` 不会回填这两个字段。
|
||||
"""
|
||||
|
||||
# 1 手 = 100 股(A 股最小交易单位)。ContractData.size 也是 100。
|
||||
size: int = 100
|
||||
# True: short() 被拦截(A 股不能开空);False: 透传到基类(仅供测试/期货场景)。
|
||||
forbid_short: bool = True
|
||||
|
||||
parameters = ["size", "forbid_short"]
|
||||
|
||||
def buy(
|
||||
self,
|
||||
price: float,
|
||||
volume: float,
|
||||
stop: bool = False,
|
||||
lock: bool = False,
|
||||
net: bool = False,
|
||||
) -> list:
|
||||
"""开多 → A 股买入,定寸到整手。"""
|
||||
return super().buy(price, self._to_lots(volume), stop, lock, net)
|
||||
|
||||
def cover(
|
||||
self,
|
||||
price: float,
|
||||
volume: float,
|
||||
stop: bool = False,
|
||||
lock: bool = False,
|
||||
net: bool = False,
|
||||
) -> list:
|
||||
"""平空 → A 股 Normally 不会触达(禁做空);保留定寸以防策略逻辑误调。"""
|
||||
return super().cover(price, self._to_lots(volume), stop, lock, net)
|
||||
|
||||
def sell(
|
||||
self,
|
||||
price: float,
|
||||
volume: float,
|
||||
stop: bool = False,
|
||||
lock: bool = False,
|
||||
net: bool = False,
|
||||
) -> list:
|
||||
"""平多 → A 股卖出持仓,定寸到整手。"""
|
||||
return super().sell(price, self._to_lots(volume), stop, lock, net)
|
||||
|
||||
def short(
|
||||
self,
|
||||
price: float,
|
||||
volume: float,
|
||||
stop: bool = False,
|
||||
lock: bool = False,
|
||||
net: bool = False,
|
||||
) -> list:
|
||||
"""开空 → A 股不可做空,默认拦截。"""
|
||||
if self.forbid_short:
|
||||
self.write_log(
|
||||
f"A股禁做空: 拦截 short price={price} volume={volume}"
|
||||
)
|
||||
return []
|
||||
return super().short(price, self._to_lots(volume), stop, lock, net)
|
||||
|
||||
def _to_lots(self, volume: float) -> int:
|
||||
"""策略手数 → A 股股数(``volume × size``,不足 1 手向下取整)。"""
|
||||
target = volume * self.size
|
||||
lots = int(target)
|
||||
if lots != target:
|
||||
logger.warning(
|
||||
"%s 定寸出现零股: volume=%s size=%s → %d (向下取整)",
|
||||
getattr(self, "strategy_name", "?"), volume, self.size, lots,
|
||||
)
|
||||
return lots
|
||||
|
||||
|
||||
def ensure_base_available() -> None:
|
||||
"""显式检查 vnpy_ctastrategy 是否就绪。模块加载时容错,真正实盘前调一次。"""
|
||||
if not _HAS_CTA_BASE:
|
||||
raise RuntimeError(
|
||||
f"vnpy_ctastrategy 未安装,无法实例化 AShareCtaTemplate: {_IMPORT_ERROR}"
|
||||
)
|
||||
|
||||
|
||||
__all__ = ["AShareCtaTemplate", "ensure_base_available"]
|
||||
@@ -0,0 +1,154 @@
|
||||
"""LiveTradingEngine:vnpy 原生实盘链路封装。
|
||||
|
||||
参考 ``vnpy_v4.4.0/examples/no_ui/run.py`` 和 ``examples/no_ui/run.py``,
|
||||
按 A 股 + QMT 场景精简:
|
||||
- EventEngine + MainEngine
|
||||
- add_gateway(QmtGateway) 连 miniQMT
|
||||
- add_app(CtaStrategyApp) 挂 CTA 引擎
|
||||
- 透出 connect / add_strategy / subscribe / init_all / start_all / stop_all / 查询
|
||||
|
||||
本机未装 vnpy_ctastrategy / vnpy_qmt 时 import 容错,实例化才报错。
|
||||
"""
|
||||
from __future__ import annotations
|
||||
|
||||
import logging
|
||||
from typing import Any
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
try:
|
||||
from vnpy.event import EventEngine # type: ignore
|
||||
from vnpy.trader.engine import MainEngine # type: ignore
|
||||
from vnpy_qmt import QmtGateway # type: ignore
|
||||
from vnpy_ctastrategy import CtaStrategyApp, CtaEngine # type: ignore
|
||||
_DEPS_OK = True
|
||||
_IMPORT_ERROR: Exception | None = None
|
||||
except ImportError as _e:
|
||||
EventEngine = None # type: ignore
|
||||
MainEngine = None # type: ignore
|
||||
QmtGateway = None # type: ignore
|
||||
CtaStrategyApp = None # type: ignore
|
||||
CtaEngine = None # type: ignore
|
||||
_DEPS_OK = False
|
||||
_IMPORT_ERROR = _e
|
||||
|
||||
|
||||
class LiveTradingEngine:
|
||||
"""vnpy 原生实盘引擎封装。单实例持有 MainEngine 生命周期。
|
||||
|
||||
使用:
|
||||
eng = LiveTradingEngine()
|
||||
eng.connect({"交易账号": "66639661", "mini路径": "C:\\\\..."})
|
||||
eng.add_strategy(AShareDoubleMaStrategy, "dm1", "600000.SSE", {...})
|
||||
eng.subscribe(["600000.SSE"])
|
||||
eng.init_all(); eng.start_all()
|
||||
# ... 常驻 ...
|
||||
eng.stop_all(); eng.close()
|
||||
"""
|
||||
|
||||
def __init__(self) -> None:
|
||||
if not _DEPS_OK:
|
||||
raise RuntimeError(
|
||||
f"vnpy 依赖缺失(vnpy/vnpy_qmt/vnpy_ctastrategy),"
|
||||
f"无法初始化 LiveTradingEngine: {_IMPORT_ERROR}"
|
||||
)
|
||||
self.event_engine: EventEngine = EventEngine()
|
||||
self.main_engine: MainEngine = MainEngine(self.event_engine)
|
||||
self.main_engine.add_gateway(QmtGateway)
|
||||
self.cta_engine: CtaEngine = self.main_engine.add_app(CtaStrategyApp)
|
||||
logger.info("LiveTradingEngine 初始化完成(MainEngine + QMT + CTA)")
|
||||
|
||||
# ---------------------- 连接 / 策略 / 行情 ----------------------
|
||||
|
||||
def connect(self, setting: dict[str, str]) -> None:
|
||||
"""连接 miniQMT。``setting`` = ``{"交易账号":..., "mini路径":...}``。"""
|
||||
self.main_engine.connect(setting, "QMT")
|
||||
logger.info("已请求连接 QMT: 账号=%s", setting.get("交易账号"))
|
||||
|
||||
def add_strategy(
|
||||
self,
|
||||
strategy_class: type,
|
||||
strategy_name: str,
|
||||
vt_symbol: str,
|
||||
setting: dict[str, Any],
|
||||
) -> None:
|
||||
"""注册策略实例到 CTA 引擎。"""
|
||||
self.cta_engine.add_strategy(
|
||||
strategy_class, strategy_name, vt_symbol, setting
|
||||
)
|
||||
logger.info("已添加策略 %s @ %s (class=%s)", strategy_name, vt_symbol,
|
||||
strategy_class.__name__)
|
||||
|
||||
def subscribe(self, vt_symbols: list[str]) -> None:
|
||||
"""订阅 ``vt_symbol`` 列表(格式 ``SYMBOL.EXCHANGE``,如 ``600000.SSE``)。
|
||||
|
||||
订阅是行情驱动策略的前提:QmtGateway.on_tick → EVENT_TICK →
|
||||
CtaEngine → strategy.on_tick → BarGenerator 合成 15min bar。
|
||||
"""
|
||||
from vnpy.trader.object import SubscribeRequest # type: ignore
|
||||
from vnpy.trader.constant import Exchange # type: ignore
|
||||
|
||||
ok = 0
|
||||
for vt_symbol in vt_symbols:
|
||||
try:
|
||||
symbol, exch_code = vt_symbol.split(".", 1)
|
||||
exchange = Exchange(exch_code)
|
||||
except (ValueError, KeyError):
|
||||
logger.warning("vt_symbol 无法解析,跳过: %r", vt_symbol)
|
||||
continue
|
||||
req = SubscribeRequest(symbol=symbol, exchange=exchange)
|
||||
self.main_engine.subscribe(req, "QMT")
|
||||
ok += 1
|
||||
logger.info("已请求订阅 %d / %d 个标的", ok, len(vt_symbols))
|
||||
|
||||
# ---------------------- 生命周期 ----------------------
|
||||
|
||||
def init_all(self) -> None:
|
||||
self.cta_engine.init_all_strategies()
|
||||
logger.info("所有策略初始化完成")
|
||||
|
||||
def start_all(self) -> None:
|
||||
self.cta_engine.start_all_strategies()
|
||||
logger.info("所有策略已启动")
|
||||
|
||||
def stop_all(self) -> None:
|
||||
try:
|
||||
self.cta_engine.stop_all_strategies()
|
||||
logger.info("所有策略已停止")
|
||||
except Exception as e: # noqa: BLE001
|
||||
logger.warning("stop_all_strategies 异常: %s", e)
|
||||
|
||||
def close(self) -> None:
|
||||
try:
|
||||
self.main_engine.close()
|
||||
finally:
|
||||
logger.info("LiveTradingEngine 已关闭")
|
||||
|
||||
# ---------------------- 查询(OMS 缓存) ----------------------
|
||||
|
||||
def _oms(self) -> Any:
|
||||
return self.main_engine.get_engine("oms")
|
||||
|
||||
def get_all_accounts(self) -> list:
|
||||
"""返回 QMT 网关所有账户(AccountData 列表)。连接前可能为空。"""
|
||||
oms = self._oms()
|
||||
if oms is None:
|
||||
return []
|
||||
return [a for a in oms.get_all_accounts() if a.gateway_name == "QMT"]
|
||||
|
||||
def get_positions(self) -> list:
|
||||
"""返回 QMT 持仓(PositionData 列表)。"""
|
||||
oms = self._oms()
|
||||
if oms is None:
|
||||
return []
|
||||
return [p for p in oms.get_all_positions() if p.gateway_name == "QMT"]
|
||||
|
||||
def get_orders(self) -> list:
|
||||
"""返回 QMT 当日委托(OrderData 列表)。"""
|
||||
oms = self._oms()
|
||||
if oms is None:
|
||||
return []
|
||||
return [o for o in oms.get_all_orders() if o.gateway_name == "QMT"]
|
||||
|
||||
|
||||
__all__ = ["LiveTradingEngine"]
|
||||
@@ -0,0 +1,280 @@
|
||||
"""实盘模拟 SQLite 持久化(4 表,spec §live-api)。
|
||||
|
||||
表：live_accounts / live_trades / live_positions / live_balance
|
||||
WAL 模式支持 supervisor 进程写 + API 进程读（DB 解耦,spec §live-api）。
|
||||
|
||||
设计参考 ``sanguo_trader/persistence.py``（paper_* 表），但：
|
||||
- account.setting 存 JSON 字符串（策略参数透传给 CtaTemplate.update_setting）
|
||||
- status: stopped | running（API 改字段,supervisor 轮询该字段决定起停）
|
||||
- positions 为覆盖式快照（supervisor 定时把 OMS PositionData 落库,不做增量）
|
||||
"""
|
||||
from __future__ import annotations
|
||||
|
||||
import json
|
||||
import sqlite3
|
||||
from datetime import datetime, timezone
|
||||
from pathlib import Path
|
||||
from typing import Any
|
||||
|
||||
SCHEMA = """
|
||||
CREATE TABLE IF NOT EXISTS live_accounts (
|
||||
id INTEGER PRIMARY KEY AUTOINCREMENT,
|
||||
name TEXT,
|
||||
account TEXT,
|
||||
vt_symbol TEXT,
|
||||
strategy_class TEXT,
|
||||
strategy_name TEXT,
|
||||
setting TEXT,
|
||||
status TEXT,
|
||||
interval TEXT,
|
||||
initial_capital REAL,
|
||||
connect_wait_sec INTEGER,
|
||||
init_wait_sec INTEGER,
|
||||
mini_path TEXT,
|
||||
error_msg TEXT,
|
||||
created_at TEXT,
|
||||
updated_at TEXT
|
||||
);
|
||||
CREATE TABLE IF NOT EXISTS live_trades (
|
||||
id INTEGER PRIMARY KEY AUTOINCREMENT,
|
||||
account_id INTEGER,
|
||||
strategy_name TEXT,
|
||||
symbol TEXT,
|
||||
direction TEXT,
|
||||
offset TEXT,
|
||||
price REAL,
|
||||
volume REAL,
|
||||
traded_at TEXT,
|
||||
vt_tradeid TEXT
|
||||
);
|
||||
CREATE TABLE IF NOT EXISTS live_positions (
|
||||
id INTEGER PRIMARY KEY AUTOINCREMENT,
|
||||
account_id INTEGER,
|
||||
symbol TEXT,
|
||||
volume REAL,
|
||||
frozen REAL,
|
||||
avg_price REAL,
|
||||
updated_at TEXT,
|
||||
UNIQUE(account_id, symbol)
|
||||
);
|
||||
CREATE TABLE IF NOT EXISTS live_balance (
|
||||
id INTEGER PRIMARY KEY AUTOINCREMENT,
|
||||
account_id INTEGER,
|
||||
date TEXT,
|
||||
cash REAL,
|
||||
market_value REAL,
|
||||
total REAL
|
||||
);
|
||||
CREATE INDEX IF NOT EXISTS idx_live_trades_account ON live_trades(account_id);
|
||||
CREATE INDEX IF NOT EXISTS idx_live_balance_account ON live_balance(account_id, date);
|
||||
"""
|
||||
|
||||
|
||||
def _now() -> str:
|
||||
return datetime.now(timezone.utc).isoformat()
|
||||
|
||||
|
||||
def init_db(db_path: str) -> None:
|
||||
Path(db_path).parent.mkdir(parents=True, exist_ok=True)
|
||||
with sqlite3.connect(db_path) as conn:
|
||||
conn.executescript(SCHEMA)
|
||||
conn.execute("PRAGMA journal_mode=WAL")
|
||||
conn.commit()
|
||||
|
||||
|
||||
# ----------------- live_accounts CRUD -----------------
|
||||
|
||||
def save_account(db_path: str, account: dict[str, Any]) -> int:
|
||||
with sqlite3.connect(db_path) as conn:
|
||||
cur = conn.execute(
|
||||
"""INSERT INTO live_accounts
|
||||
(name, account, vt_symbol, strategy_class, strategy_name, setting,
|
||||
status, interval, initial_capital, connect_wait_sec, init_wait_sec,
|
||||
mini_path, created_at, updated_at)
|
||||
VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?)""",
|
||||
(
|
||||
account.get("name", "live"),
|
||||
account.get("account", ""),
|
||||
account.get("vt_symbol", ""),
|
||||
account.get("strategy_class", "AShareDoubleMaStrategy"),
|
||||
account.get("strategy_name", ""),
|
||||
json.dumps(account.get("setting", {})),
|
||||
account.get("status", "stopped"),
|
||||
account.get("interval", "15m"),
|
||||
account.get("initial_capital", 1_000_000),
|
||||
int(account.get("connect_wait_sec", 10)),
|
||||
int(account.get("init_wait_sec", 60)),
|
||||
account.get("mini_path", ""),
|
||||
_now(), _now(),
|
||||
),
|
||||
)
|
||||
conn.commit()
|
||||
return cur.lastrowid
|
||||
|
||||
|
||||
def list_accounts(db_path: str) -> list[dict]:
|
||||
with sqlite3.connect(db_path) as conn:
|
||||
conn.row_factory = sqlite3.Row
|
||||
cur = conn.execute("SELECT * FROM live_accounts ORDER BY id DESC")
|
||||
return [dict(r) for r in cur.fetchall()]
|
||||
|
||||
|
||||
def get_account(db_path: str, account_id: int) -> dict | None:
|
||||
with sqlite3.connect(db_path) as conn:
|
||||
conn.row_factory = sqlite3.Row
|
||||
cur = conn.execute(
|
||||
"SELECT * FROM live_accounts WHERE id=?", (account_id,)
|
||||
)
|
||||
row = cur.fetchone()
|
||||
return dict(row) if row else None
|
||||
|
||||
|
||||
def update_account_status(
|
||||
db_path: str, account_id: int, status: str, error_msg: str = ""
|
||||
) -> None:
|
||||
with sqlite3.connect(db_path) as conn:
|
||||
conn.execute(
|
||||
"UPDATE live_accounts SET status=?, error_msg=?, updated_at=? WHERE id=?",
|
||||
(status, error_msg, _now(), account_id),
|
||||
)
|
||||
conn.commit()
|
||||
|
||||
|
||||
def list_running_accounts(db_path: str) -> list[dict]:
|
||||
"""supervisor 轮询：取所有 status=running 的实例。"""
|
||||
with sqlite3.connect(db_path) as conn:
|
||||
conn.row_factory = sqlite3.Row
|
||||
cur = conn.execute(
|
||||
"SELECT * FROM live_accounts WHERE status=? ORDER BY id", ("running",)
|
||||
)
|
||||
return [dict(r) for r in cur.fetchall()]
|
||||
|
||||
|
||||
# ----------------- live_trades -----------------
|
||||
|
||||
def save_trade(db_path: str, account_id: int, trade: dict[str, Any]) -> int:
|
||||
with sqlite3.connect(db_path) as conn:
|
||||
cur = conn.execute(
|
||||
"""INSERT INTO live_trades
|
||||
(account_id, strategy_name, symbol, direction, offset,
|
||||
price, volume, traded_at, vt_tradeid)
|
||||
VALUES (?,?,?,?,?,?,?,?,?)""",
|
||||
(
|
||||
account_id, trade.get("strategy_name", ""),
|
||||
trade.get("symbol", ""), trade.get("direction", ""),
|
||||
trade.get("offset", ""), trade.get("price", 0),
|
||||
trade.get("volume", 0), trade.get("traded_at", ""),
|
||||
trade.get("vt_tradeid", ""),
|
||||
),
|
||||
)
|
||||
conn.commit()
|
||||
return cur.lastrowid
|
||||
|
||||
|
||||
def list_trades(db_path: str, account_id: int) -> list[dict]:
|
||||
with sqlite3.connect(db_path) as conn:
|
||||
conn.row_factory = sqlite3.Row
|
||||
cur = conn.execute(
|
||||
"SELECT * FROM live_trades WHERE account_id=? ORDER BY id",
|
||||
(account_id,),
|
||||
)
|
||||
return [dict(r) for r in cur.fetchall()]
|
||||
|
||||
|
||||
# ----------------- live_positions (覆盖式快照) -----------------
|
||||
|
||||
def save_positions(
|
||||
db_path: str, account_id: int, positions: dict[str, dict]
|
||||
) -> None:
|
||||
"""覆盖式落库。positions = {symbol: {volume, frozen, avg_price}}。
|
||||
|
||||
supervisor 每 snapshot_interval_sec 调一次,把 OMS 最新 PositionData 覆盖落库。
|
||||
只保留 volume>0 的持仓。
|
||||
"""
|
||||
now = _now()
|
||||
with sqlite3.connect(db_path) as conn:
|
||||
conn.execute("DELETE FROM live_positions WHERE account_id=?", (account_id,))
|
||||
conn.executemany(
|
||||
"""INSERT INTO live_positions
|
||||
(account_id, symbol, volume, frozen, avg_price, updated_at)
|
||||
VALUES (?,?,?,?,?,?)""",
|
||||
[
|
||||
(account_id, sym, p["volume"], p.get("frozen", 0),
|
||||
p["avg_price"], now)
|
||||
for sym, p in positions.items() if p.get("volume", 0) > 0
|
||||
],
|
||||
)
|
||||
conn.commit()
|
||||
|
||||
|
||||
def load_positions(db_path: str, account_id: int) -> list[dict]:
|
||||
"""API 读持仓快照 → [{symbol, volume, frozen, avg_price, updated_at}]。"""
|
||||
with sqlite3.connect(db_path) as conn:
|
||||
conn.row_factory = sqlite3.Row
|
||||
cur = conn.execute(
|
||||
"SELECT symbol, volume, frozen, avg_price, updated_at "
|
||||
"FROM live_positions WHERE account_id=?",
|
||||
(account_id,),
|
||||
)
|
||||
return [dict(r) for r in cur.fetchall()]
|
||||
|
||||
|
||||
# ----------------- live_balance -----------------
|
||||
|
||||
def save_balance(
|
||||
db_path: str, account_id: int, date: str, cash: float,
|
||||
market_value: float, total: float
|
||||
) -> None:
|
||||
with sqlite3.connect(db_path) as conn:
|
||||
conn.execute(
|
||||
"""INSERT INTO live_balance
|
||||
(account_id, date, cash, market_value, total)
|
||||
VALUES (?,?,?,?,?)""",
|
||||
(account_id, date, cash, market_value, total),
|
||||
)
|
||||
conn.commit()
|
||||
|
||||
|
||||
def list_balance(db_path: str, account_id: int) -> list[dict]:
|
||||
with sqlite3.connect(db_path) as conn:
|
||||
conn.row_factory = sqlite3.Row
|
||||
cur = conn.execute(
|
||||
"SELECT * FROM live_balance WHERE account_id=? ORDER BY date, id",
|
||||
(account_id,),
|
||||
)
|
||||
return [dict(r) for r in cur.fetchall()]
|
||||
|
||||
|
||||
def get_last_balance(db_path: str, account_id: int) -> dict | None:
|
||||
"""最新一条账户快照(API /live/{aid}/account)。"""
|
||||
with sqlite3.connect(db_path) as conn:
|
||||
conn.row_factory = sqlite3.Row
|
||||
cur = conn.execute(
|
||||
"SELECT account_id, date, cash, market_value, total "
|
||||
"FROM live_balance WHERE account_id=? ORDER BY id DESC LIMIT 1",
|
||||
(account_id,),
|
||||
)
|
||||
row = cur.fetchone()
|
||||
return dict(row) if row else None
|
||||
|
||||
|
||||
def get_first_balance(db_path: str, account_id: int) -> dict | None:
|
||||
"""最早一条账户快照(收益率基线;首快照 total = baseline)。"""
|
||||
with sqlite3.connect(db_path) as conn:
|
||||
conn.row_factory = sqlite3.Row
|
||||
cur = conn.execute(
|
||||
"SELECT account_id, date, cash, market_value, total "
|
||||
"FROM live_balance WHERE account_id=? ORDER BY id ASC LIMIT 1",
|
||||
(account_id,),
|
||||
)
|
||||
row = cur.fetchone()
|
||||
return dict(row) if row else None
|
||||
|
||||
|
||||
__all__ = [
|
||||
"init_db", "save_account", "list_accounts", "get_account",
|
||||
"update_account_status", "list_running_accounts",
|
||||
"save_trade", "list_trades",
|
||||
"save_positions", "load_positions",
|
||||
"save_balance", "list_balance", "get_last_balance", "get_first_balance",
|
||||
]
|
||||
@@ -0,0 +1,421 @@
|
||||
"""实盘交易入口:connect → add_strategy → subscribe → init_all → start_all → 常驻。
|
||||
|
||||
配置来源(优先级递增):
|
||||
1) ``sanguo_live/runner.py`` 内 DEFAULT_CONFIG
|
||||
2) ``config/live.yaml``(可选)
|
||||
3) 环境变量 ``SANGUO_QMT_ACCOUNT`` / ``SANGUO_QMT_PATH``
|
||||
|
||||
用法:
|
||||
python -m sanguo_live # 用 config/live.yaml
|
||||
python -m sanguo_live /path/to/cfg.yaml # 指定配置
|
||||
python -m sanguo_live --supervisor [db] # DB 驱动 supervisor
|
||||
SANGUO_QMT_ACCOUNT=66639661 python -m sanguo_live
|
||||
|
||||
注意:真实下单需要 miniQMT 同机运行且在交易时段。非交易时段运行只校验链路搭建。
|
||||
"""
|
||||
from __future__ import annotations
|
||||
|
||||
import logging
|
||||
import os
|
||||
import signal
|
||||
import sys
|
||||
import time
|
||||
from datetime import datetime
|
||||
from pathlib import Path
|
||||
from typing import Any
|
||||
|
||||
import yaml
|
||||
|
||||
from sanguo_live.engine import LiveTradingEngine
|
||||
from sanguo_live.strategies import AShareDoubleMaStrategy
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
DEFAULT_CONFIG_PATH = (
|
||||
Path(__file__).resolve().parent.parent / "config" / "live.yaml"
|
||||
)
|
||||
|
||||
DEFAULT_CONFIG: dict[str, Any] = {
|
||||
"account": "",
|
||||
"mini_path": "",
|
||||
"strategy_name": "dm_15min_default",
|
||||
"vt_symbol": "600000.SSE",
|
||||
"strategy_class": "AShareDoubleMaStrategy",
|
||||
# 连接后 sleep(秒):等 QmtGateway 完成 contract 拉取
|
||||
"connect_wait_sec": 10,
|
||||
# init_all 后 sleep(秒):等策略 load_bar 加载历史
|
||||
"init_wait_sec": 60,
|
||||
"setting": {
|
||||
"fast_window": 10,
|
||||
"slow_window": 20,
|
||||
"window": 15, # BarGenerator 分钟窗口(A 股 15min)
|
||||
"size": 100, # 1 手 = 100 股
|
||||
"forbid_short": True,
|
||||
},
|
||||
}
|
||||
|
||||
# 策略类注册表(可扩展)
|
||||
_STRATEGY_REGISTRY: dict[str, type] = {
|
||||
"AShareDoubleMaStrategy": AShareDoubleMaStrategy,
|
||||
}
|
||||
|
||||
|
||||
def load_config(path: str | Path | None = None) -> dict[str, Any]:
|
||||
"""加载配置:yaml 文件 + 环境变量覆盖(env 优先)。"""
|
||||
cfg: dict[str, Any] = {k: (dict(v) if isinstance(v, dict) else v)
|
||||
for k, v in DEFAULT_CONFIG.items()}
|
||||
p = Path(path) if path else DEFAULT_CONFIG_PATH
|
||||
if p.exists():
|
||||
try:
|
||||
with open(p, encoding="utf-8") as f:
|
||||
file_cfg = yaml.safe_load(f) or {}
|
||||
except OSError as e:
|
||||
logger.warning("读取配置失败 %s: %s(使用默认)", p, e)
|
||||
file_cfg = {}
|
||||
for k, v in file_cfg.items():
|
||||
if k == "setting" and isinstance(v, dict):
|
||||
cfg["setting"].update(v)
|
||||
else:
|
||||
cfg[k] = v
|
||||
# env 优先
|
||||
if os.environ.get("SANGUO_QMT_ACCOUNT"):
|
||||
cfg["account"] = os.environ["SANGUO_QMT_ACCOUNT"]
|
||||
if os.environ.get("SANGUO_QMT_PATH"):
|
||||
cfg["mini_path"] = os.environ["SANGUO_QMT_PATH"]
|
||||
return cfg
|
||||
|
||||
|
||||
def build_strategy_class(name: str) -> type:
|
||||
"""策略类名 → 类。未知类抛 ValueError。"""
|
||||
if name not in _STRATEGY_REGISTRY:
|
||||
raise ValueError(
|
||||
f"未知策略类: {name}; 可用: {list(_STRATEGY_REGISTRY)}"
|
||||
)
|
||||
return _STRATEGY_REGISTRY[name]
|
||||
|
||||
|
||||
def _install_signal_handlers(engine: LiveTradingEngine) -> None:
|
||||
"""SIGINT / SIGTERM → stop_all + close + exit。"""
|
||||
|
||||
def _shutdown(signum: int, frame: Any) -> None:
|
||||
logger.info("收到信号 %s,停止所有策略并退出", signum)
|
||||
try:
|
||||
engine.stop_all()
|
||||
engine.close()
|
||||
finally:
|
||||
sys.exit(0)
|
||||
|
||||
# SIGINT (Ctrl+C) 全平台;SIGTERM 仅 POSIX(Windows 上 Python 有定义但语义弱)
|
||||
signal.signal(signal.SIGINT, _shutdown)
|
||||
if hasattr(signal, "SIGTERM"):
|
||||
try:
|
||||
signal.signal(signal.SIGTERM, _shutdown)
|
||||
except (ValueError, OSError):
|
||||
pass # 非主线程或 Windows 子进程 — 忽略
|
||||
|
||||
|
||||
def run(config_path: str | Path | None = None) -> None:
|
||||
"""主流程:connect → add → subscribe → init → start → 常驻循环。"""
|
||||
logging.basicConfig(
|
||||
level=logging.INFO,
|
||||
format="%(asctime)s [%(levelname)s] %(name)s: %(message)s",
|
||||
)
|
||||
cfg = load_config(config_path)
|
||||
|
||||
if not cfg["account"]:
|
||||
logger.error(
|
||||
"未配置 QMT 交易账号。请设 SANGUO_QMT_ACCOUNT 或在 %s 写 account",
|
||||
DEFAULT_CONFIG_PATH,
|
||||
)
|
||||
sys.exit(2)
|
||||
|
||||
engine = LiveTradingEngine()
|
||||
|
||||
# 优雅退出
|
||||
_install_signal_handlers(engine)
|
||||
|
||||
# 1) 连接 miniQMT
|
||||
engine.connect({"交易账号": cfg["account"], "mini路径": cfg["mini_path"]})
|
||||
logger.info("等待 QMT 连接就绪 %ds...", cfg["connect_wait_sec"])
|
||||
time.sleep(int(cfg["connect_wait_sec"]))
|
||||
|
||||
# 2) 注册策略
|
||||
strategy_cls = build_strategy_class(cfg["strategy_class"])
|
||||
engine.add_strategy(
|
||||
strategy_cls,
|
||||
cfg["strategy_name"],
|
||||
cfg["vt_symbol"],
|
||||
cfg["setting"],
|
||||
)
|
||||
|
||||
# 3) 订阅行情(tick → BarGenerator → 15min bar → on_bar)
|
||||
engine.subscribe([cfg["vt_symbol"]])
|
||||
|
||||
# 4) 初始化策略(load_bar 拉 10 天历史)
|
||||
engine.init_all()
|
||||
logger.info("等待策略 init 完成 %ds...", cfg["init_wait_sec"])
|
||||
time.sleep(int(cfg["init_wait_sec"]))
|
||||
|
||||
# 5) 启动策略,进入实盘
|
||||
engine.start_all()
|
||||
logger.info("=== 实盘已启动 (策略=%s 标的=%s)。Ctrl+C 退出 ===",
|
||||
cfg["strategy_name"], cfg["vt_symbol"])
|
||||
|
||||
# 6) 常驻:主线程保活,行情/下单都在 EventEngine 工作线程
|
||||
while True:
|
||||
time.sleep(10)
|
||||
|
||||
|
||||
__all__ = ["run", "load_config", "build_strategy_class",
|
||||
"DEFAULT_CONFIG", "DEFAULT_CONFIG_PATH", "run_supervisor",
|
||||
"default_supervisor_db_path"]
|
||||
|
||||
|
||||
# =============================================================================
|
||||
# supervisor 模式:DB 驱动,独立常驻进程轮询 live_accounts.status
|
||||
# (task #4 持久化扩展)。API 只改 status 字段,supervisor 据此起停 engine。
|
||||
# =============================================================================
|
||||
|
||||
_SUPERVISOR_CONFIG_PATH = (
|
||||
Path(__file__).resolve().parent.parent / "config" / "data_platform.yaml"
|
||||
)
|
||||
|
||||
|
||||
def default_supervisor_db_path() -> str:
|
||||
"""从 config/data_platform.yaml 的 live_trading.db_path 读;fallback 主库。"""
|
||||
try:
|
||||
if _SUPERVISOR_CONFIG_PATH.exists():
|
||||
with open(_SUPERVISOR_CONFIG_PATH, encoding="utf-8") as f:
|
||||
cfg = yaml.safe_load(f) or {}
|
||||
lt = (cfg.get("live_trading") or {})
|
||||
if lt.get("db_path"):
|
||||
return str(lt["db_path"])
|
||||
dp = cfg.get("data_paths") or {}
|
||||
if dp.get("vnpy_db"):
|
||||
return str(dp["vnpy_db"])
|
||||
except OSError as e:
|
||||
logger.warning("读 supervisor 配置失败: %s", e)
|
||||
return "quant_trading.db"
|
||||
|
||||
|
||||
def _account_to_cfg(account_row: dict[str, Any]) -> dict[str, Any]:
|
||||
"""live_accounts 行 → runner 内部 cfg 结构(setting JSON 解析)。"""
|
||||
import json as _json
|
||||
try:
|
||||
setting = _json.loads(account_row.get("setting") or "{}")
|
||||
except (ValueError, TypeError):
|
||||
setting = {}
|
||||
return {
|
||||
"account": account_row.get("account", ""),
|
||||
"mini_path": account_row.get("mini_path", ""),
|
||||
"strategy_name": account_row.get("strategy_name", ""),
|
||||
"vt_symbol": account_row.get("vt_symbol", ""),
|
||||
"strategy_class": account_row.get("strategy_class",
|
||||
"AShareDoubleMaStrategy"),
|
||||
"connect_wait_sec": int(account_row.get("connect_wait_sec", 10)),
|
||||
"init_wait_sec": int(account_row.get("init_wait_sec", 60)),
|
||||
"setting": setting,
|
||||
}
|
||||
|
||||
|
||||
def _start_engine_for_account(account_row: dict[str, Any]) -> LiveTradingEngine:
|
||||
"""根据 live_accounts 行起 LiveTradingEngine(connect→add→subscribe→init→start)。"""
|
||||
from sanguo_live.engine import LiveTradingEngine
|
||||
|
||||
cfg = _account_to_cfg(account_row)
|
||||
engine = LiveTradingEngine()
|
||||
engine.connect({"交易账号": cfg["account"], "mini路径": cfg["mini_path"]})
|
||||
logger.info("[supervisor] 等待 QMT 连接就绪 %ds (account=%s)...",
|
||||
cfg["connect_wait_sec"], cfg["account"])
|
||||
time.sleep(cfg["connect_wait_sec"])
|
||||
|
||||
strategy_cls = build_strategy_class(cfg["strategy_class"])
|
||||
engine.add_strategy(strategy_cls, cfg["strategy_name"],
|
||||
cfg["vt_symbol"], cfg["setting"])
|
||||
engine.subscribe([cfg["vt_symbol"]])
|
||||
engine.init_all()
|
||||
logger.info("[supervisor] 等待策略 init %ds...", cfg["init_wait_sec"])
|
||||
time.sleep(cfg["init_wait_sec"])
|
||||
engine.start_all()
|
||||
logger.info("[supervisor] engine 已启动 (account=%s strategy=%s)",
|
||||
cfg["account"], cfg["strategy_name"])
|
||||
return engine
|
||||
|
||||
|
||||
def _register_trade_handler(
|
||||
engine: LiveTradingEngine, account_id: int, db_path: str
|
||||
) -> Any:
|
||||
"""注册 EVENT_TRADE 回调:成交落 live_trades。返回 handler(供 unregister)。
|
||||
|
||||
EVENT_TRADE 定义在 ``vnpy.trader/event.py``(常量 "eTrade."),
|
||||
``vnpy.event`` 只导出 Event/EventEngine/EVENT_TIMER — 从 vnpy.event
|
||||
import EVENT_TRADE 会 ImportError,导致成交回调静默不注册。
|
||||
"""
|
||||
from sanguo_live.persistence import save_trade
|
||||
|
||||
try:
|
||||
from vnpy.trader.event import EVENT_TRADE # type: ignore
|
||||
except ImportError:
|
||||
logger.warning(
|
||||
"[supervisor] 无 vnpy.trader.event,EVENT_TRADE 回调未注册"
|
||||
)
|
||||
return None
|
||||
|
||||
def _on_trade(event: Any) -> None:
|
||||
try:
|
||||
t = event.data
|
||||
save_trade(db_path, account_id, {
|
||||
"strategy_name": "",
|
||||
"symbol": getattr(t, "vt_symbol", "") or "",
|
||||
"direction": _enum_tail(getattr(t, "direction", "")),
|
||||
"offset": _enum_tail(getattr(t, "offset", "")),
|
||||
"price": float(getattr(t, "price", 0)),
|
||||
"volume": float(getattr(t, "volume", 0)),
|
||||
"traded_at": (t.datetime.isoformat()
|
||||
if getattr(t, "datetime", None) else ""),
|
||||
"vt_tradeid": getattr(t, "vt_tradeid", ""),
|
||||
})
|
||||
except Exception as e: # noqa: BLE001
|
||||
logger.warning("[supervisor] save_trade 失败: %s", e)
|
||||
|
||||
engine.event_engine.register(EVENT_TRADE, _on_trade)
|
||||
return _on_trade
|
||||
|
||||
|
||||
def _enum_tail(val: Any) -> str:
|
||||
"""Direction.LONG → 'long';Offset.OPEN → 'open';非 enum → str(val).lower()。"""
|
||||
name = getattr(val, "name", None)
|
||||
if name:
|
||||
return str(name).lower()
|
||||
return str(val).lower() if val else ""
|
||||
|
||||
|
||||
def _snapshot_to_db(
|
||||
engine: LiveTradingEngine, account_id: int, db_path: str
|
||||
) -> None:
|
||||
"""定时把 OMS 持仓 + 账户快照落库(供 API 读)。"""
|
||||
from sanguo_live.persistence import save_positions, save_balance
|
||||
|
||||
try:
|
||||
positions: dict[str, dict] = {}
|
||||
for p in engine.get_positions():
|
||||
sym = getattr(p, "vt_symbol", "") or getattr(p, "symbol", "")
|
||||
if not sym:
|
||||
continue
|
||||
# A 股只关心多头持仓(PositionDirection.LONG / NET)
|
||||
direction = getattr(p, "direction", None)
|
||||
dname = getattr(direction, "name", "")
|
||||
if dname == "SHORT":
|
||||
continue
|
||||
vol = float(getattr(p, "volume", 0) or 0)
|
||||
if vol <= 0:
|
||||
continue
|
||||
positions[sym] = {
|
||||
"volume": vol,
|
||||
"frozen": float(getattr(p, "frozen", 0) or 0),
|
||||
"avg_price": float(getattr(p, "price", 0) or 0),
|
||||
}
|
||||
save_positions(db_path, account_id, positions)
|
||||
|
||||
date_str = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
|
||||
for acc in engine.get_all_accounts():
|
||||
total = float(getattr(acc, "balance", 0) or 0)
|
||||
cash = float(getattr(acc, "available", 0) or 0)
|
||||
save_balance(db_path, account_id, date_str, cash,
|
||||
market_value=max(total - cash, 0.0), total=total)
|
||||
except Exception as e: # noqa: BLE001
|
||||
logger.warning("[supervisor] snapshot 落库失败 (account=%s): %s",
|
||||
account_id, e)
|
||||
|
||||
|
||||
def _stop_engine(engine: LiveTradingEngine) -> None:
|
||||
"""stop_all + close(容错)。"""
|
||||
try:
|
||||
engine.stop_all()
|
||||
finally:
|
||||
try:
|
||||
engine.close()
|
||||
except Exception as e: # noqa: BLE001
|
||||
logger.warning("[supervisor] engine.close 异常: %s", e)
|
||||
|
||||
|
||||
def run_supervisor(
|
||||
db_path: str | None = None,
|
||||
poll_interval_sec: float = 5.0,
|
||||
snapshot_interval_sec: float = 30.0,
|
||||
) -> None:
|
||||
"""DB 驱动的 supervisor 常驻进程。
|
||||
|
||||
轮询 ``live_accounts.status``:
|
||||
- 新 running → 起 LiveTradingEngine + 注册 EVENT_TRADE 回调
|
||||
- 变 stopped → 停 engine + close
|
||||
定时(snapshot_interval_sec)把 OMS 持仓/账户落 DB 供 API 读。
|
||||
信号(SIGINT/SIGTERM)→ 停所有 engine 后退出。
|
||||
|
||||
MVP:每实例一个 engine,表结构支持多行(多实例同时跑只是内存多 engine)。
|
||||
"""
|
||||
from sanguo_live.persistence import (
|
||||
init_db, list_running_accounts, get_account,
|
||||
update_account_status,
|
||||
)
|
||||
|
||||
logging.basicConfig(
|
||||
level=logging.INFO,
|
||||
format="%(asctime)s [%(levelname)s] %(name)s: %(message)s",
|
||||
)
|
||||
db = db_path or default_supervisor_db_path()
|
||||
init_db(db)
|
||||
logger.info("[supervisor] 启动 (db=%s poll=%.1fs snapshot=%.1fs)",
|
||||
db, poll_interval_sec, snapshot_interval_sec)
|
||||
|
||||
engines: dict[int, LiveTradingEngine] = {}
|
||||
stop_flag = {"stop": False}
|
||||
|
||||
def _shutdown(signum: int, frame: Any) -> None:
|
||||
logger.info("[supervisor] 收到信号 %s,停止所有 engine", signum)
|
||||
stop_flag["stop"] = True
|
||||
|
||||
signal.signal(signal.SIGINT, _shutdown)
|
||||
if hasattr(signal, "SIGTERM"):
|
||||
try:
|
||||
signal.signal(signal.SIGTERM, _shutdown)
|
||||
except (ValueError, OSError):
|
||||
pass
|
||||
|
||||
last_snapshot: float = 0.0
|
||||
while not stop_flag["stop"]:
|
||||
now = time.time()
|
||||
# 1) 同步 status
|
||||
running_ids = {r["id"] for r in list_running_accounts(db)}
|
||||
# 启动新 running
|
||||
for aid in running_ids - engines.keys():
|
||||
acc = get_account(db, aid)
|
||||
if not acc:
|
||||
continue
|
||||
try:
|
||||
eng = _start_engine_for_account(acc)
|
||||
_register_trade_handler(eng, aid, db)
|
||||
engines[aid] = eng
|
||||
except Exception as e: # noqa: BLE001
|
||||
logger.error("[supervisor] 起 engine 失败 (account=%s): %s",
|
||||
aid, e)
|
||||
update_account_status(db, aid, "stopped", str(e))
|
||||
# 停止变 stopped 的
|
||||
for aid in list(engines.keys() - running_ids):
|
||||
logger.info("[supervisor] 停止 engine (account=%s)", aid)
|
||||
_stop_engine(engines.pop(aid))
|
||||
|
||||
# 2) 定时 snapshot
|
||||
if now - last_snapshot >= snapshot_interval_sec:
|
||||
for aid, eng in engines.items():
|
||||
_snapshot_to_db(eng, aid, db)
|
||||
last_snapshot = now
|
||||
|
||||
time.sleep(poll_interval_sec)
|
||||
|
||||
# 退出清理
|
||||
for aid, eng in engines.items():
|
||||
logger.info("[supervisor] 退出清理 (account=%s)", aid)
|
||||
_stop_engine(eng)
|
||||
engines.clear()
|
||||
logger.info("[supervisor] 已退出")
|
||||
@@ -0,0 +1,118 @@
|
||||
"""A 股 15min 双均线策略(AShareDoubleMaStrategy)。
|
||||
|
||||
为什么不直接用 ``vnpy_ctastrategy.strategies.DoubleMaStrategy``:
|
||||
- 标准 DoubleMa 在 ``on_init`` 里 ``BarGenerator(self.on_bar)`` —— 无 ``window`` 参数,
|
||||
只合成 1min bar;且其 ``parameters = ["fast_window", "slow_window"]`` 不暴露周期配置,
|
||||
**无法通过 setting 切到 15min**。
|
||||
- 本策略改用 ``BarGenerator(self._on_1min_bar, window=15, on_window_bar=self.on_bar)``,
|
||||
让 ``on_bar`` 直接收 15min bar,通过 ``window`` 参数(默认 15)可配。
|
||||
- 定寸 + 禁做空由 :class:`AShareCtaTemplate` 保证。
|
||||
- A 股不能做空,死叉时只平多,不开空(原 DoubleMa 的 ``pos<0 → cover+buy`` 分支删除)。
|
||||
"""
|
||||
from __future__ import annotations
|
||||
|
||||
import logging
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
try:
|
||||
from vnpy.trader.utility import BarGenerator, ArrayManager # type: ignore
|
||||
from vnpy.trader.constant import Interval # type: ignore
|
||||
from vnpy.trader.object import BarData, TickData # type: ignore
|
||||
_DEPS_OK = True
|
||||
except ImportError: # 本机 dev 容错
|
||||
BarGenerator = None # type: ignore
|
||||
ArrayManager = None # type: ignore
|
||||
Interval = None # type: ignore
|
||||
BarData = None # type: ignore
|
||||
TickData = None # type: ignore
|
||||
_DEPS_OK = False
|
||||
|
||||
from sanguo_live.base_template import AShareCtaTemplate
|
||||
|
||||
|
||||
class AShareDoubleMaStrategy(AShareCtaTemplate):
|
||||
"""A 股 双均线 15min 策略。
|
||||
|
||||
金叉(fast 上穿 slow)且无持仓 → 买开 1 手;
|
||||
死叉(fast 下穿 slow)且持多 → 卖平 1 手;
|
||||
A 股禁做空 → 不开空单(基类 short 已拦截)。
|
||||
"""
|
||||
|
||||
author = "sanguo_live"
|
||||
|
||||
fast_window: int = 10
|
||||
slow_window: int = 20
|
||||
# BarGenerator 分钟窗口。15 表示 15min。A 股支持 2/3/5/6/10/15/20/30(必须能整除 60)。
|
||||
window: int = 15
|
||||
|
||||
# 把基类的 size/forbid_short 一起暴露,update_setting 才会回填全部字段。
|
||||
parameters = ["fast_window", "slow_window", "window", "size", "forbid_short"]
|
||||
variables = ["fast_ma0", "fast_ma1", "slow_ma0", "slow_ma1"]
|
||||
|
||||
fast_ma0: float = 0.0
|
||||
fast_ma1: float = 0.0
|
||||
slow_ma0: float = 0.0
|
||||
slow_ma1: float = 0.0
|
||||
|
||||
def on_init(self) -> None:
|
||||
self.write_log("AShareDoubleMa 策略初始化")
|
||||
# 关键:用 BarGenerator 把 1min bar 合成 window 分钟 bar 后回调 self.on_bar。
|
||||
# _on_1min_bar 故意空实现 —— 我们不处理 1min,只让它喂养 BarGenerator。
|
||||
self.bg: BarGenerator = BarGenerator(
|
||||
self._on_1min_bar,
|
||||
window=self.window,
|
||||
on_window_bar=self.on_bar,
|
||||
)
|
||||
self.am: ArrayManager = ArrayManager()
|
||||
self.load_bar(10)
|
||||
|
||||
def on_start(self) -> None:
|
||||
self.write_log("AShareDoubleMa 策略启动")
|
||||
self.put_event()
|
||||
|
||||
def on_stop(self) -> None:
|
||||
self.write_log("AShareDoubleMa 策略停止")
|
||||
self.put_event()
|
||||
|
||||
def on_tick(self, tick: TickData) -> None:
|
||||
"""tick 推入 BarGenerator,由其合成 1min 与 window 分钟 bar。"""
|
||||
self.bg.update_tick(tick)
|
||||
|
||||
def _on_1min_bar(self, bar: BarData) -> None:
|
||||
"""1min bar 回调:故意忽略(由 BarGenerator 内部累积合成 15min)。"""
|
||||
return
|
||||
|
||||
def on_bar(self, bar: BarData) -> None:
|
||||
"""15min(或 setting 配置的 window)bar 回调。"""
|
||||
self.cancel_all()
|
||||
|
||||
am: ArrayManager = self.am
|
||||
am.update_bar(bar)
|
||||
if not am.inited:
|
||||
return
|
||||
|
||||
fast_ma = am.sma(self.fast_window, array=True)
|
||||
self.fast_ma0 = fast_ma[-1]
|
||||
self.fast_ma1 = fast_ma[-2]
|
||||
|
||||
slow_ma = am.sma(self.slow_window, array=True)
|
||||
self.slow_ma0 = slow_ma[-1]
|
||||
self.slow_ma1 = slow_ma[-2]
|
||||
|
||||
cross_over = self.fast_ma0 > self.slow_ma0 and self.fast_ma1 < self.slow_ma1
|
||||
cross_below = self.fast_ma0 < self.slow_ma0 and self.fast_ma1 > self.slow_ma1
|
||||
|
||||
if cross_over:
|
||||
if self.pos == 0:
|
||||
self.buy(bar.close_price, 1)
|
||||
# A 股不可做空:原 DoubleMa 的 pos<0 分支(cover+buy)省略
|
||||
elif cross_below:
|
||||
if self.pos > 0:
|
||||
self.sell(bar.close_price, 1)
|
||||
# A 股不可做空:原 DoubleMa 的 pos==0 short 分支省略
|
||||
|
||||
self.put_event()
|
||||
|
||||
|
||||
__all__ = ["AShareDoubleMaStrategy"]
|
||||
@@ -5,6 +5,10 @@
|
||||
python -m sanguo_portfolio.runner_backtest \\
|
||||
--start 2020-01-01 --end 2024-12-31 --cash 1000000
|
||||
|
||||
JSON 输出(供 SSH 捕获,前端 MVP 用):
|
||||
python -m sanguo_portfolio.runner_backtest --json \\
|
||||
--start 2024-01-01 --end 2024-02-29 --cash 1000000
|
||||
|
||||
Mac 没装 xtquant,这里仅作为入口脚本(测试用 mock,实际跑 rsync 到 VPS)。
|
||||
"""
|
||||
from __future__ import annotations
|
||||
@@ -14,6 +18,7 @@ import os
|
||||
os.environ.setdefault("DEFAULT_DATA_PROVIDER", "miniqmt")
|
||||
|
||||
import argparse
|
||||
import json
|
||||
import logging
|
||||
from typing import Any, Dict
|
||||
|
||||
@@ -35,6 +40,10 @@ def parse_args() -> argparse.Namespace:
|
||||
"--result-file", default="docs/portfolio_backtest_result.md",
|
||||
help="结果输出文件(.md)",
|
||||
)
|
||||
p.add_argument(
|
||||
"--json", action="store_true",
|
||||
help="JSON 模式:print(json.dumps(result)) 到 stdout,供 SSH 捕获",
|
||||
)
|
||||
return p.parse_args()
|
||||
|
||||
|
||||
@@ -91,7 +100,7 @@ def run_backtest(args: argparse.Namespace) -> Dict[str, Any]:
|
||||
BulletTrade 的 BacktestEngine 接受 strategy_file 或 initialize 等函数。
|
||||
我们把 AllWeatherStrategy 包成 initialize 函数:initialize 闭包挂 run_daily 等。
|
||||
"""
|
||||
from bullet_trade.core import BacktestEngine # type: ignore
|
||||
from bullet_trade import BacktestEngine # type: ignore
|
||||
from bullet_trade.data.api import set_data_provider # type: ignore
|
||||
|
||||
from .strategies import AllWeatherStrategy
|
||||
@@ -145,7 +154,8 @@ def run_backtest(args: argparse.Namespace) -> Dict[str, Any]:
|
||||
)
|
||||
result = engine.run()
|
||||
|
||||
# 输出结果摘要到 markdown
|
||||
# 输出结果摘要到 markdown(JSON 模式时 result_file="" 跳过)
|
||||
if getattr(args, "result_file", ""):
|
||||
_write_result_md(result, args.result_file, args)
|
||||
return result
|
||||
|
||||
@@ -181,9 +191,192 @@ def _write_result_md(result: Dict[str, Any], path: str, args: argparse.Namespace
|
||||
logger.warning("写结果文件失败: %s", exc)
|
||||
|
||||
|
||||
def run_backtest_json(params: Dict[str, Any]) -> Dict[str, Any]:
|
||||
"""JSON 入口(供 SSH 触发,前端 MVP 用)。
|
||||
|
||||
Args:
|
||||
params: {
|
||||
pool: 标的池(暂未实际使用,占位),
|
||||
start_date, end_date: YYYY-MM-DD,
|
||||
initial_cash: 初始资金,
|
||||
}
|
||||
|
||||
Returns:
|
||||
{
|
||||
"strategy": "all_weather",
|
||||
"period": {"start": ..., "end": ..., "trading_days": N},
|
||||
"stocks_selected": [{"code":..., "name":...}, ...], # 末日持仓
|
||||
"trades": [{date, code, side, amount, price, ...}, ...],
|
||||
"equity_curve": [{"date":..., "equity":...}, ...],
|
||||
"metrics": {total_return, annual_return, max_drawdown, sharpe, ...},
|
||||
}
|
||||
"""
|
||||
# 构造一个 Namespace 复用 run_backtest
|
||||
args = argparse.Namespace(
|
||||
start=params.get("start_date", "2024-01-01"),
|
||||
end=params.get("end_date", "2024-02-29"),
|
||||
cash=float(params.get("initial_cash", 1_000_000.0)),
|
||||
benchmark=params.get("benchmark", "000300.XSHG"),
|
||||
frequency="day",
|
||||
provider_config="{}",
|
||||
result_file="", # JSON 模式不写 md
|
||||
)
|
||||
raw = run_backtest(args)
|
||||
|
||||
summary = raw.get("summary", {}) if isinstance(raw, dict) else {}
|
||||
metrics = _extract_metrics(summary)
|
||||
|
||||
# 净值曲线:daily_records 是 DataFrame,index=date,列含 total_value
|
||||
equity_curve = _extract_equity_curve(raw.get("daily_records"))
|
||||
|
||||
# 选股(末日持仓):daily_positions 最后一日
|
||||
stocks_selected = _extract_last_positions(raw.get("daily_positions"))
|
||||
|
||||
# 成交明细
|
||||
trades = _extract_trades(raw.get("trades"))
|
||||
|
||||
meta = raw.get("meta", {}) if isinstance(raw, dict) else {}
|
||||
return {
|
||||
"strategy": "all_weather",
|
||||
"period": {
|
||||
"start": meta.get("start_date", args.start),
|
||||
"end": meta.get("end_date", args.end),
|
||||
"trading_days": len(equity_curve),
|
||||
},
|
||||
"stocks_selected": stocks_selected,
|
||||
"trades": trades,
|
||||
"equity_curve": equity_curve,
|
||||
"metrics": metrics,
|
||||
"raw_summary": summary,
|
||||
}
|
||||
|
||||
|
||||
def _to_float(v: Any) -> float | None:
|
||||
"""从 string/number 提取 float,失败返 None。bullet-trade summary 多为 '12.34%' 字符串。"""
|
||||
if v is None:
|
||||
return None
|
||||
if isinstance(v, (int, float)):
|
||||
return float(v)
|
||||
s = str(v).strip().replace("%", "").replace(",", "")
|
||||
try:
|
||||
return float(s)
|
||||
except (TypeError, ValueError):
|
||||
return None
|
||||
|
||||
|
||||
def _extract_metrics(summary: Dict[str, Any]) -> Dict[str, float | None]:
|
||||
"""bullet-trade summary 用中文 key('策略收益'/'最大回撤'/...)。
|
||||
百分比按字面数值(12.34% → 12.34),前端按需 /100 显示。
|
||||
"""
|
||||
return {
|
||||
"total_return": _to_float(summary.get("策略收益")),
|
||||
"annual_return": _to_float(summary.get("策略年化收益")),
|
||||
"max_drawdown": _to_float(summary.get("最大回撤")),
|
||||
"sharpe": _to_float(summary.get("夏普比率")),
|
||||
"win_rate_daily": _to_float(summary.get("日胜率")),
|
||||
"win_rate_trade": _to_float(summary.get("交易胜率")),
|
||||
"trading_days": _to_float(summary.get("交易天数")),
|
||||
}
|
||||
|
||||
|
||||
def _extract_equity_curve(daily_records: Any) -> list[Dict[str, Any]]:
|
||||
"""daily_records: DataFrame,index=date,列含 total_value。"""
|
||||
out: list[Dict[str, Any]] = []
|
||||
if daily_records is None:
|
||||
return out
|
||||
try:
|
||||
import pandas as pd # type: ignore
|
||||
if isinstance(daily_records, pd.DataFrame):
|
||||
df = daily_records.reset_index()
|
||||
date_col = "date" if "date" in df.columns else df.columns[0]
|
||||
val_col = "total_value" if "total_value" in df.columns else None
|
||||
if val_col is None:
|
||||
return out
|
||||
for _, row in df.iterrows():
|
||||
d = row[date_col]
|
||||
out.append({
|
||||
"date": getattr(d, "strftime", lambda f: str(d))("%Y-%m-%d"),
|
||||
"equity": float(row[val_col]),
|
||||
})
|
||||
except Exception as exc:
|
||||
logger.warning("解析 equity_curve 失败: %s", exc)
|
||||
return out
|
||||
|
||||
|
||||
def _extract_last_positions(daily_positions: Any) -> list[Dict[str, Any]]:
|
||||
"""daily_positions: DataFrame,列含 date/code/amount/avg_cost/price/value。
|
||||
取最后一日的非零持仓作为选股名单。"""
|
||||
out: list[Dict[str, Any]] = []
|
||||
if daily_positions is None:
|
||||
return out
|
||||
try:
|
||||
import pandas as pd # type: ignore
|
||||
if isinstance(daily_positions, pd.DataFrame) and not daily_positions.empty:
|
||||
df = daily_positions
|
||||
if "date" in df.columns:
|
||||
last_date = df["date"].max()
|
||||
df = df[df["date"] == last_date]
|
||||
for _, row in df.iterrows():
|
||||
amt = row.get("amount", 0)
|
||||
if amt is None or float(amt) <= 0:
|
||||
continue
|
||||
out.append({
|
||||
"code": str(row.get("code", "")),
|
||||
"name": str(row.get("code", "")), # name 字段 bullet-trade 没存,前端展示 code
|
||||
"amount": float(amt),
|
||||
"avg_cost": float(row.get("avg_cost", 0) or 0),
|
||||
"price": float(row.get("price", 0) or 0),
|
||||
"value": float(row.get("value", 0) or 0),
|
||||
})
|
||||
except Exception as exc:
|
||||
logger.warning("解析 last_positions 失败: %s", exc)
|
||||
return out
|
||||
|
||||
|
||||
def _extract_trades(trades: Any) -> list[Dict[str, Any]]:
|
||||
"""trades: list[Trade],用 __dict__ 或属性兜底提取关键字段。"""
|
||||
out: list[Dict[str, Any]] = []
|
||||
if not trades:
|
||||
return out
|
||||
keys = ("datetime", "date", "code", "side", "action", "amount",
|
||||
"filled_amount", "price", "filled_price", "commission", "status")
|
||||
for t in trades:
|
||||
item: Dict[str, Any] = {}
|
||||
for k in keys:
|
||||
v = None
|
||||
if hasattr(t, k):
|
||||
v = getattr(t, k)
|
||||
elif isinstance(t, dict):
|
||||
v = t.get(k)
|
||||
if v is None:
|
||||
continue
|
||||
# datetime 类转字符串
|
||||
if hasattr(v, "strftime"):
|
||||
v = v.strftime("%Y-%m-%d %H:%M:%S")
|
||||
try:
|
||||
if isinstance(v, (int, float)):
|
||||
v = float(v)
|
||||
except Exception:
|
||||
pass
|
||||
item[k] = v
|
||||
if item:
|
||||
out.append(item)
|
||||
return out
|
||||
|
||||
|
||||
def main() -> None:
|
||||
logging.basicConfig(level=logging.INFO, format="%(asctime)s %(levelname)s %(name)s: %(message)s")
|
||||
args = parse_args()
|
||||
if args.json:
|
||||
# JSON 模式:stderr 仍打日志,stdout 只输出 JSON(供 SSH 捕获)
|
||||
result = run_backtest_json({
|
||||
"start_date": args.start,
|
||||
"end_date": args.end,
|
||||
"initial_cash": args.cash,
|
||||
"benchmark": args.benchmark,
|
||||
})
|
||||
print(json.dumps(result, ensure_ascii=False, default=str))
|
||||
else:
|
||||
run_backtest(args)
|
||||
|
||||
|
||||
|
||||
@@ -0,0 +1,370 @@
|
||||
"""实盘模拟 API + 持久化单测（task #4）。
|
||||
|
||||
两层：
|
||||
(1) persistence CRUD —— sqlite tmp，纯 Python，Mac 跑通；
|
||||
(2) routes_live API —— FastAPI TestClient，不实例化 LiveTradingEngine
|
||||
（supervisor 才起 engine，本模块只测 DB CRUD 路由）。
|
||||
|
||||
Mac 跑：``pytest tests/test_live_api.py -v``
|
||||
"""
|
||||
from __future__ import annotations
|
||||
|
||||
import os
|
||||
|
||||
from fastapi.testclient import TestClient
|
||||
|
||||
from sanguo_api.app import create_app
|
||||
from sanguo_api.auth import create_token, set_jwt_config
|
||||
from sanguo_api.routes_live import set_db_path
|
||||
|
||||
|
||||
# =============================================================================
|
||||
# 层 1：persistence CRUD
|
||||
# =============================================================================
|
||||
|
||||
def _db(tmp_path) -> str:
|
||||
from sanguo_live.persistence import init_db
|
||||
db = os.path.join(str(tmp_path), "live.db")
|
||||
init_db(db)
|
||||
return db
|
||||
|
||||
|
||||
def test_save_and_get_account(tmp_path):
|
||||
from sanguo_live.persistence import save_account, get_account
|
||||
|
||||
db = _db(tmp_path)
|
||||
aid = save_account(db, {
|
||||
"name": "live1", "account": "12345678",
|
||||
"vt_symbol": "600000.SSE", "strategy_name": "dm1",
|
||||
"setting": {"fast_window": 5}, "initial_capital": 5e5,
|
||||
})
|
||||
assert aid > 0
|
||||
acc = get_account(db, aid)
|
||||
assert acc["account"] == "12345678"
|
||||
assert acc["status"] == "stopped" # 默认 stopped
|
||||
assert acc["vt_symbol"] == "600000.SSE"
|
||||
assert "\"fast_window\": 5" in acc["setting"] # JSON 字符串
|
||||
|
||||
|
||||
def test_list_accounts_and_default_status(tmp_path):
|
||||
from sanguo_live.persistence import save_account, list_accounts
|
||||
|
||||
db = _db(tmp_path)
|
||||
save_account(db, {"account": "1", "strategy_name": "s1"})
|
||||
save_account(db, {"account": "2", "strategy_name": "s2"})
|
||||
rows = list_accounts(db)
|
||||
assert len(rows) == 2
|
||||
# DESC 排序：最新建的在前
|
||||
assert rows[0]["account"] == "2"
|
||||
assert all(r["status"] == "stopped" for r in rows)
|
||||
|
||||
|
||||
def test_update_account_status(tmp_path):
|
||||
from sanguo_live.persistence import (
|
||||
save_account, update_account_status, get_account,
|
||||
list_running_accounts,
|
||||
)
|
||||
|
||||
db = _db(tmp_path)
|
||||
aid = save_account(db, {"account": "999", "strategy_name": "s"})
|
||||
update_account_status(db, aid, "running")
|
||||
assert get_account(db, aid)["status"] == "running"
|
||||
assert len(list_running_accounts(db)) == 1
|
||||
update_account_status(db, aid, "stopped", "test error")
|
||||
assert get_account(db, aid)["status"] == "stopped"
|
||||
assert get_account(db, aid)["error_msg"] == "test error"
|
||||
assert list_running_accounts(db) == []
|
||||
|
||||
|
||||
def test_save_and_list_trades(tmp_path):
|
||||
from sanguo_live.persistence import save_account, save_trade, list_trades
|
||||
|
||||
db = _db(tmp_path)
|
||||
aid = save_account(db, {"account": "1", "strategy_name": "s"})
|
||||
tid1 = save_trade(db, aid, {"symbol": "600000.SSE", "direction": "long",
|
||||
"offset": "open", "price": 10.5, "volume": 100,
|
||||
"traded_at": "2026-07-17T10:00:00",
|
||||
"vt_tradeid": "T1"})
|
||||
tid2 = save_trade(db, aid, {"symbol": "600000.SSE", "direction": "short",
|
||||
"offset": "close", "price": 11.0, "volume": 100,
|
||||
"traded_at": "2026-07-17T11:00:00",
|
||||
"vt_tradeid": "T2"})
|
||||
assert tid1 > 0 and tid2 > tid1
|
||||
trades = list_trades(db, aid)
|
||||
assert len(trades) == 2
|
||||
assert trades[0]["vt_tradeid"] == "T1"
|
||||
assert trades[1]["price"] == 11.0
|
||||
|
||||
|
||||
def test_save_positions_overwrites_snapshot(tmp_path):
|
||||
"""positions 覆盖式快照：第二次 save 完全替换第一次。"""
|
||||
from sanguo_live.persistence import (
|
||||
save_account, save_positions, load_positions,
|
||||
)
|
||||
|
||||
db = _db(tmp_path)
|
||||
aid = save_account(db, {"account": "1", "strategy_name": "s"})
|
||||
save_positions(db, aid, {
|
||||
"600000.SSE": {"volume": 100, "frozen": 0, "avg_price": 10.0},
|
||||
"000001.SZSE": {"volume": 200, "frozen": 50, "avg_price": 15.0},
|
||||
})
|
||||
pos = load_positions(db, aid)
|
||||
assert len(pos) == 2
|
||||
# 覆盖（600000 减仓，000001 清仓）
|
||||
save_positions(db, aid, {
|
||||
"600000.SSE": {"volume": 50, "frozen": 0, "avg_price": 10.0},
|
||||
})
|
||||
pos2 = load_positions(db, aid)
|
||||
assert len(pos2) == 1
|
||||
assert pos2[0]["symbol"] == "600000.SSE"
|
||||
assert pos2[0]["volume"] == 50
|
||||
|
||||
|
||||
def test_save_positions_skips_zero_volume(tmp_path):
|
||||
from sanguo_live.persistence import save_account, save_positions, load_positions
|
||||
|
||||
db = _db(tmp_path)
|
||||
aid = save_account(db, {"account": "1", "strategy_name": "s"})
|
||||
save_positions(db, aid, {
|
||||
"600000.SSE": {"volume": 0, "frozen": 0, "avg_price": 0},
|
||||
"000001.SZSE": {"volume": 100, "frozen": 0, "avg_price": 15.0},
|
||||
})
|
||||
pos = load_positions(db, aid)
|
||||
assert len(pos) == 1
|
||||
assert pos[0]["symbol"] == "000001.SZSE"
|
||||
|
||||
|
||||
def test_save_and_get_last_balance(tmp_path):
|
||||
from sanguo_live.persistence import (
|
||||
save_account, save_balance, list_balance, get_last_balance,
|
||||
)
|
||||
|
||||
db = _db(tmp_path)
|
||||
aid = save_account(db, {"account": "1", "strategy_name": "s"})
|
||||
save_balance(db, aid, "2026-07-17 10:00:00", 5e5, 1e5, 6e5)
|
||||
save_balance(db, aid, "2026-07-17 11:00:00", 4e5, 2e5, 6e5)
|
||||
all_bal = list_balance(db, aid)
|
||||
assert len(all_bal) == 2
|
||||
last = get_last_balance(db, aid)
|
||||
assert last["cash"] == 4e5
|
||||
assert last["total"] == 6e5
|
||||
assert last["date"] == "2026-07-17 11:00:00"
|
||||
|
||||
|
||||
def test_get_last_balance_empty(tmp_path):
|
||||
from sanguo_live.persistence import save_account, get_last_balance
|
||||
|
||||
db = _db(tmp_path)
|
||||
aid = save_account(db, {"account": "1", "strategy_name": "s"})
|
||||
assert get_last_balance(db, aid) is None
|
||||
|
||||
|
||||
# =============================================================================
|
||||
# 层 2：routes_live API（TestClient，不依赖 vnpy）
|
||||
# =============================================================================
|
||||
|
||||
def _client(tmp_path):
|
||||
set_jwt_config(secret="t", expire_minutes=60)
|
||||
db = os.path.join(str(tmp_path), "live_api.db")
|
||||
app = create_app(db_path=db)
|
||||
set_db_path(db)
|
||||
return TestClient(app), create_token("admin")
|
||||
|
||||
|
||||
def _auth(token):
|
||||
return {"Authorization": f"Bearer {token}"}
|
||||
|
||||
|
||||
def test_create_live(tmp_path):
|
||||
c, token = _client(tmp_path)
|
||||
resp = c.post(
|
||||
"/api/v1/live/create",
|
||||
json={
|
||||
"name": "live1", "account": "12345678",
|
||||
"vt_symbol": "600000.SSE", "strategy_name": "dm1",
|
||||
"setting": {"fast_window": 5}, "initial_capital": 5e5,
|
||||
},
|
||||
headers=_auth(token),
|
||||
)
|
||||
assert resp.status_code == 200
|
||||
body = resp.json()
|
||||
assert body["account_id"] > 0
|
||||
assert body["status"] == "stopped" # create 后默认 stopped
|
||||
|
||||
|
||||
def test_list_and_get_live(tmp_path):
|
||||
c, token = _client(tmp_path)
|
||||
aid = c.post(
|
||||
"/api/v1/live/create",
|
||||
json={"account": "123", "strategy_name": "dm1"},
|
||||
headers=_auth(token),
|
||||
).json()["account_id"]
|
||||
# 列表
|
||||
lst = c.get("/api/v1/live", headers=_auth(token)).json()
|
||||
assert len(lst["accounts"]) == 1
|
||||
assert lst["accounts"][0]["id"] == aid
|
||||
assert lst["accounts"][0]["total_return"] is None # 无 balance
|
||||
assert lst["accounts"][0]["position_count"] == 0
|
||||
# 详情
|
||||
detail = c.get(f"/api/v1/live/{aid}", headers=_auth(token)).json()
|
||||
assert detail["account"] == "123"
|
||||
assert detail["status"] == "stopped"
|
||||
|
||||
|
||||
def test_start_and_stop(tmp_path):
|
||||
c, token = _client(tmp_path)
|
||||
aid = c.post(
|
||||
"/api/v1/live/create",
|
||||
json={"account": "123", "strategy_name": "dm1"},
|
||||
headers=_auth(token),
|
||||
).json()["account_id"]
|
||||
# start
|
||||
r = c.post(f"/api/v1/live/{aid}/start", headers=_auth(token))
|
||||
assert r.status_code == 200
|
||||
assert r.json()["status"] == "running"
|
||||
assert c.get(f"/api/v1/live/{aid}/status",
|
||||
headers=_auth(token)).json()["status"] == "running"
|
||||
# stop
|
||||
r = c.post(f"/api/v1/live/{aid}/stop", headers=_auth(token))
|
||||
assert r.json()["status"] == "stopped"
|
||||
assert c.get(f"/api/v1/live/{aid}/status",
|
||||
headers=_auth(token)).json()["status"] == "stopped"
|
||||
|
||||
|
||||
def test_start_empty_account_rejected(tmp_path):
|
||||
"""account 字段空 → start 返回 400。"""
|
||||
c, token = _client(tmp_path)
|
||||
aid = c.post(
|
||||
"/api/v1/live/create",
|
||||
json={"account": "", "strategy_name": "dm1"},
|
||||
headers=_auth(token),
|
||||
).json()["account_id"]
|
||||
r = c.post(f"/api/v1/live/{aid}/start", headers=_auth(token))
|
||||
assert r.status_code == 400
|
||||
|
||||
|
||||
def test_empty_trades_positions_account(tmp_path):
|
||||
"""新建实例：trades / positions / account 应返回空结构。"""
|
||||
c, token = _client(tmp_path)
|
||||
aid = c.post(
|
||||
"/api/v1/live/create",
|
||||
json={"account": "123", "strategy_name": "dm1"},
|
||||
headers=_auth(token),
|
||||
).json()["account_id"]
|
||||
assert c.get(f"/api/v1/live/{aid}/trades",
|
||||
headers=_auth(token)).json() == []
|
||||
assert c.get(f"/api/v1/live/{aid}/positions",
|
||||
headers=_auth(token)).json() == []
|
||||
assert c.get(f"/api/v1/live/{aid}/account",
|
||||
headers=_auth(token)).json() == {}
|
||||
|
||||
|
||||
def test_get_live_404(tmp_path):
|
||||
c, token = _client(tmp_path)
|
||||
assert c.get("/api/v1/live/999", headers=_auth(token)).status_code == 404
|
||||
assert c.get("/api/v1/live/999/status",
|
||||
headers=_auth(token)).status_code == 404
|
||||
assert c.post("/api/v1/live/999/start",
|
||||
headers=_auth(token)).status_code == 404
|
||||
|
||||
|
||||
def test_unauthorized_401(tmp_path):
|
||||
c, _ = _client(tmp_path)
|
||||
assert c.get("/api/v1/live").status_code == 401
|
||||
assert c.post("/api/v1/live/create",
|
||||
json={"account": "1", "strategy_name": "s"}).status_code == 401
|
||||
|
||||
|
||||
def test_create_live_mini_path_default_when_empty(monkeypatch, tmp_path):
|
||||
"""create 不传 mini_path → 后端 env/内置默认兜底,落库 mini_path 非空。
|
||||
|
||||
避免空 mini_path 导致 connect=-1(task #6a 冒烟发现)。
|
||||
"""
|
||||
monkeypatch.delenv("SANGUO_QMT_PATH", raising=False)
|
||||
c, token = _client(tmp_path)
|
||||
aid = c.post(
|
||||
"/api/v1/live/create",
|
||||
json={"account": "123", "strategy_name": "dm1"}, # 不传 mini_path
|
||||
headers=_auth(token),
|
||||
).json()["account_id"]
|
||||
from sanguo_live.persistence import get_account
|
||||
db = os.path.join(str(tmp_path), "live_api.db")
|
||||
acc = get_account(db, aid)
|
||||
assert acc["mini_path"] # 非空
|
||||
assert "userdata_mini" in acc["mini_path"] # 内置默认
|
||||
|
||||
|
||||
def test_create_live_mini_path_env_fallback(monkeypatch, tmp_path):
|
||||
"""req.mini_path 空 → env SANGUO_QMT_PATH 兜底(优先于内置默认)。"""
|
||||
monkeypatch.setenv("SANGUO_QMT_PATH", "/from/env/mini")
|
||||
c, token = _client(tmp_path)
|
||||
aid = c.post(
|
||||
"/api/v1/live/create",
|
||||
json={"account": "123", "strategy_name": "dm1", "mini_path": ""},
|
||||
headers=_auth(token),
|
||||
).json()["account_id"]
|
||||
from sanguo_live.persistence import get_account
|
||||
db = os.path.join(str(tmp_path), "live_api.db")
|
||||
assert get_account(db, aid)["mini_path"] == "/from/env/mini"
|
||||
|
||||
|
||||
def test_list_lives_total_return_uses_first_snapshot_baseline(tmp_path):
|
||||
"""list 收益率按首快照 total 为 baseline,不是 initial_capital。
|
||||
|
||||
场景:initial_capital=6e5,但首快照 total=5e5(模拟入金后立刻记录)。
|
||||
两条 balance:5e5 → 5.5e5,收益率应为 (5.5e5 - 5e5) / 5e5 = 0.1,
|
||||
而非按 initial_capital 6e5 算的 -0.0833。
|
||||
"""
|
||||
from sanguo_live.persistence import save_balance
|
||||
c, token = _client(tmp_path)
|
||||
aid = c.post(
|
||||
"/api/v1/live/create",
|
||||
json={"account": "123", "strategy_name": "dm1",
|
||||
"initial_capital": 6e5},
|
||||
headers=_auth(token),
|
||||
).json()["account_id"]
|
||||
db = os.path.join(str(tmp_path), "live_api.db")
|
||||
save_balance(db, aid, "2026-07-17 09:30:00", 5e5, 0, 5e5) # baseline
|
||||
save_balance(db, aid, "2026-07-17 15:00:00", 5e5, 0.5e5, 5.5e5)
|
||||
|
||||
item = c.get("/api/v1/live", headers=_auth(token)).json()["accounts"][0]
|
||||
assert item["latest_equity"] == 5.5e5
|
||||
# (5.5e5 - 5e5) / 5e5 = 0.1
|
||||
assert abs(item["total_return"] - 0.1) < 1e-9
|
||||
|
||||
|
||||
def test_routes_reflect_db_writes(tmp_path):
|
||||
"""直接写 DB（模拟 supervisor 落库）→ API 路由读到。"""
|
||||
from sanguo_live.persistence import (
|
||||
save_trade, save_positions, save_balance,
|
||||
)
|
||||
|
||||
c, token = _client(tmp_path)
|
||||
aid = c.post(
|
||||
"/api/v1/live/create",
|
||||
json={"account": "123", "strategy_name": "dm1",
|
||||
"initial_capital": 6e5},
|
||||
headers=_auth(token),
|
||||
).json()["account_id"]
|
||||
db = os.path.join(str(tmp_path), "live_api.db")
|
||||
save_trade(db, aid, {"symbol": "600000.SSE", "direction": "long",
|
||||
"offset": "open", "price": 10.0, "volume": 100,
|
||||
"traded_at": "2026-07-17T10:00:00"})
|
||||
save_positions(db, aid, {"600000.SSE": {"volume": 100, "frozen": 0,
|
||||
"avg_price": 10.0}})
|
||||
save_balance(db, aid, "2026-07-17 10:00:00", 5e5, 1e5, 6e5)
|
||||
|
||||
trades = c.get(f"/api/v1/live/{aid}/trades", headers=_auth(token)).json()
|
||||
assert len(trades) == 1
|
||||
assert trades[0]["price"] == 10.0
|
||||
pos = c.get(f"/api/v1/live/{aid}/positions", headers=_auth(token)).json()
|
||||
assert len(pos) == 1 and pos[0]["symbol"] == "600000.SSE"
|
||||
acc = c.get(f"/api/v1/live/{aid}/account", headers=_auth(token)).json()
|
||||
assert acc["total"] == 6e5
|
||||
|
||||
# 列表汇总：有 balance 后 total_return 应非 None
|
||||
lst = c.get("/api/v1/live", headers=_auth(token)).json()
|
||||
item = lst["accounts"][0]
|
||||
assert item["latest_equity"] == 6e5
|
||||
assert item["total_return"] == 0.0 # 6e5 == 初始 6e5
|
||||
assert item["position_count"] == 1
|
||||
@@ -0,0 +1,252 @@
|
||||
"""sanguo_live 单元测试。
|
||||
|
||||
分两层:
|
||||
(1) 纯 Python 逻辑层 —— Mac dev 机也跑(config 解析、注册表、默认参数);
|
||||
(2) 依赖 vnpy_ctastrategy 层 —— Mac 未装时单测级 skip,VPS 装齐则跑通。
|
||||
|
||||
Mac 跑:``pytest tests/test_live_engine.py -v``(层 1 全 pass + 层 2 skipped,exit 0)。
|
||||
VPS 跑:全部 pass(含定寸/禁做空/引擎装配)。
|
||||
"""
|
||||
from __future__ import annotations
|
||||
|
||||
import importlib
|
||||
|
||||
import pytest
|
||||
|
||||
|
||||
def _has_vnpy_cta() -> bool:
|
||||
"""Mac dev 机没装 vnpy_ctastrategy(只装在 VPS)。"""
|
||||
try:
|
||||
importlib.import_module("vnpy_ctastrategy")
|
||||
return True
|
||||
except ImportError:
|
||||
return False
|
||||
|
||||
|
||||
# 单测级 skip marker(模块级 importorskip 会跳过整个文件,误伤层 1)
|
||||
needs_vnpy_cta = pytest.mark.skipif(
|
||||
not _has_vnpy_cta(),
|
||||
reason="本机未装 vnpy_ctastrategy(仅 VPS 有)— 跳过依赖它的单测",
|
||||
)
|
||||
|
||||
|
||||
# =============================================================================
|
||||
# 层 1:纯 Python 逻辑(Mac dev 机也跑)
|
||||
# =============================================================================
|
||||
|
||||
|
||||
def test_module_import_tolerant():
|
||||
"""``sanguo_live`` 包 import 不应崩(即便本机没 vnpy_ctastrategy)。"""
|
||||
importlib.import_module("sanguo_live")
|
||||
importlib.import_module("sanguo_live.base_template")
|
||||
importlib.import_module("sanguo_live.runner")
|
||||
# engine / strategies import 了 vnpy_qmt/vnpy_ctastrategy 的类绑定,
|
||||
# 但都用 try/except 容错,模块本身能 import。
|
||||
importlib.import_module("sanguo_live.engine")
|
||||
importlib.import_module("sanguo_live.strategies")
|
||||
|
||||
|
||||
def test_default_config_fields():
|
||||
from sanguo_live.runner import DEFAULT_CONFIG
|
||||
assert DEFAULT_CONFIG["strategy_class"] == "AShareDoubleMaStrategy"
|
||||
assert DEFAULT_CONFIG["vt_symbol"] == "600000.SSE"
|
||||
s = DEFAULT_CONFIG["setting"]
|
||||
assert s["window"] == 15
|
||||
assert s["size"] == 100
|
||||
assert s["forbid_short"] is True
|
||||
assert s["fast_window"] == 10
|
||||
assert s["slow_window"] == 20
|
||||
|
||||
|
||||
def test_load_config_env_override(monkeypatch):
|
||||
"""env SANGUO_QMT_ACCOUNT / SANGUO_QMT_PATH 优先于 yaml / 默认。"""
|
||||
monkeypatch.setenv("SANGUO_QMT_ACCOUNT", "12345678")
|
||||
monkeypatch.setenv("SANGUO_QMT_PATH", "/tmp/fake_mini")
|
||||
from sanguo_live.runner import load_config
|
||||
cfg = load_config("/nonexistent/path.yaml") # 文件不存在 → 走默认
|
||||
assert cfg["account"] == "12345678"
|
||||
assert cfg["mini_path"] == "/tmp/fake_mini"
|
||||
|
||||
|
||||
def test_load_config_yaml_merge(tmp_path):
|
||||
"""yaml 能覆盖默认 fast_window 等。"""
|
||||
yaml_file = tmp_path / "live.yaml"
|
||||
yaml_file.write_text(
|
||||
"account: '99999999'\n"
|
||||
"vt_symbol: '000001.SZSE'\n"
|
||||
"setting:\n"
|
||||
" fast_window: 5\n"
|
||||
" slow_window: 30\n",
|
||||
encoding="utf-8",
|
||||
)
|
||||
from sanguo_live.runner import load_config
|
||||
cfg = load_config(str(yaml_file))
|
||||
assert cfg["account"] == "99999999"
|
||||
assert cfg["vt_symbol"] == "000001.SZSE"
|
||||
assert cfg["setting"]["fast_window"] == 5
|
||||
assert cfg["setting"]["slow_window"] == 30
|
||||
# 未覆盖的字段保留默认
|
||||
assert cfg["setting"]["window"] == 15
|
||||
assert cfg["strategy_class"] == "AShareDoubleMaStrategy"
|
||||
|
||||
|
||||
def test_build_strategy_class_known():
|
||||
from sanguo_live.runner import build_strategy_class
|
||||
cls = build_strategy_class("AShareDoubleMaStrategy")
|
||||
assert cls.__name__ == "AShareDoubleMaStrategy"
|
||||
|
||||
|
||||
def test_build_strategy_class_unknown_raises():
|
||||
from sanguo_live.runner import build_strategy_class
|
||||
with pytest.raises(ValueError, match="未知策略类"):
|
||||
build_strategy_class("NoSuchStrategy_xyz")
|
||||
|
||||
|
||||
def test_strategy_class_has_parameters():
|
||||
"""AShareDoubleMaStrategy.parameters 必须暴露 size/forbid_short/window
|
||||
+ fast/slow_window(缺一个都会让 update_setting 漏字段)。"""
|
||||
from sanguo_live.strategies import AShareDoubleMaStrategy
|
||||
params = AShareDoubleMaStrategy.parameters
|
||||
for required in ("fast_window", "slow_window", "window",
|
||||
"size", "forbid_short"):
|
||||
assert required in params, f"缺少 parameter: {required}"
|
||||
|
||||
|
||||
# =============================================================================
|
||||
# 层 2:依赖 vnpy_ctastrategy(Mac skip,VPS 跑)
|
||||
# =============================================================================
|
||||
|
||||
|
||||
class _FakeCtaEngine:
|
||||
"""记录 send_order 调用,模拟 CtaTemplate 依赖的 cta_engine。"""
|
||||
|
||||
def __init__(self) -> None:
|
||||
self.calls: list[tuple] = []
|
||||
|
||||
def send_order(self, strategy, direction, offset, price, volume,
|
||||
stop=False, lock=False, net=False):
|
||||
self.calls.append((direction, offset, price, volume, stop, lock, net))
|
||||
return []
|
||||
|
||||
def cancel_all(self, strategy):
|
||||
return None
|
||||
|
||||
|
||||
def _make_strategy(cls, setting=None):
|
||||
"""构造一个策略实例(trading=True,可发单)。
|
||||
|
||||
``cls`` 必须是具体类(CtaTemplate 是 ABC,带抽象 on_init,不能直接实例化)。
|
||||
用 ``_ConcreteAShare`` 包装 AShareCtaTemplate 来测基类定寸/禁做空逻辑。
|
||||
"""
|
||||
strat = cls(_FakeCtaEngine(), "test_strat", "600000.SSE", setting or {})
|
||||
strat.trading = True
|
||||
return strat
|
||||
|
||||
|
||||
def _concrete_asare():
|
||||
"""返回 AShareCtaTemplate 的一个具体子类(stub on_init/on_tick/on_bar)。"""
|
||||
from sanguo_live.base_template import AShareCtaTemplate
|
||||
|
||||
class _Concrete(AShareCtaTemplate):
|
||||
author = "test"
|
||||
|
||||
def on_init(self) -> None: # type: ignore[override]
|
||||
return
|
||||
|
||||
def on_tick(self, tick) -> None: # type: ignore[override]
|
||||
return
|
||||
|
||||
def on_bar(self, bar) -> None: # type: ignore[override]
|
||||
return
|
||||
|
||||
return _Concrete
|
||||
|
||||
|
||||
@needs_vnpy_cta
|
||||
def test_buy_volume_multiplied_by_size():
|
||||
"""buy(1) 实际下单 volume=100(1 手 × size)。"""
|
||||
strat = _make_strategy(_concrete_asare(), {"size": 100})
|
||||
strat.buy(10.0, 1)
|
||||
assert len(strat.cta_engine.calls) == 1
|
||||
_, _, price, volume, *_ = strat.cta_engine.calls[0]
|
||||
assert price == 10.0
|
||||
assert volume == 100
|
||||
|
||||
|
||||
@needs_vnpy_cta
|
||||
def test_buy_custom_size_multiplier():
|
||||
"""size=200 → buy(2) 下 400。"""
|
||||
strat = _make_strategy(_concrete_asare(), {"size": 200})
|
||||
strat.buy(8.8, 2)
|
||||
assert strat.cta_engine.calls[0][3] == 400
|
||||
|
||||
|
||||
@needs_vnpy_cta
|
||||
def test_sell_volume_multiplied_by_size():
|
||||
"""sell(平多)同样定寸。"""
|
||||
strat = _make_strategy(_concrete_asare(), {"size": 100})
|
||||
strat.sell(11.0, 1)
|
||||
assert strat.cta_engine.calls[0][3] == 100
|
||||
|
||||
|
||||
@needs_vnpy_cta
|
||||
def test_cover_volume_multiplied_by_size():
|
||||
"""cover 也定寸(策略逻辑误调时不至于下零股)。"""
|
||||
strat = _make_strategy(_concrete_asare(), {"size": 100})
|
||||
strat.cover(11.0, 1)
|
||||
assert strat.cta_engine.calls[0][3] == 100
|
||||
|
||||
|
||||
@needs_vnpy_cta
|
||||
def test_short_blocked_by_default():
|
||||
"""forbid_short=True(默认) → short 返回 [],不触达 send_order。"""
|
||||
class _ExplodingEngine:
|
||||
def send_order(self, *a, **kw):
|
||||
raise AssertionError("short 不应到达 send_order")
|
||||
|
||||
def write_log(self, msg, strategy=None):
|
||||
return
|
||||
|
||||
strat = _concrete_asare()(_ExplodingEngine(), "t", "600000.SSE", {})
|
||||
strat.trading = True
|
||||
result = strat.short(10.0, 1)
|
||||
assert result == []
|
||||
|
||||
|
||||
@needs_vnpy_cta
|
||||
def test_short_passes_when_forbid_disabled():
|
||||
"""forbid_short=False → short 定寸后透传到基类(A 股不推荐,仅测试逻辑)。"""
|
||||
strat = _make_strategy(_concrete_asare(),
|
||||
{"size": 100, "forbid_short": False})
|
||||
strat.short(10.0, 1)
|
||||
assert len(strat.cta_engine.calls) == 1
|
||||
assert strat.cta_engine.calls[0][3] == 100 # 1 手 × 100
|
||||
|
||||
|
||||
@needs_vnpy_cta
|
||||
def test_double_ma_strategy_uses_15min_window():
|
||||
"""AShareDoubleMaStrategy 默认 window=15(不是 1min)。"""
|
||||
from sanguo_live.strategies import AShareDoubleMaStrategy
|
||||
strat = _make_strategy(AShareDoubleMaStrategy, {})
|
||||
assert strat.window == 15
|
||||
assert strat.size == 100
|
||||
assert strat.forbid_short is True
|
||||
|
||||
|
||||
@needs_vnpy_cta
|
||||
def test_engine_assembly_and_close():
|
||||
"""LiveTradingEngine 初始化 → MainEngine 装入 QMT gateway + CTA app,close 干净退出。
|
||||
|
||||
会真启动 EventEngine 线程,测试结束必须 close。
|
||||
"""
|
||||
from sanguo_live.engine import LiveTradingEngine
|
||||
eng = LiveTradingEngine()
|
||||
try:
|
||||
assert eng.cta_engine is not None
|
||||
assert "QMT" in eng.main_engine.gateways
|
||||
# 查询方法不抛(连接前可能返回空)
|
||||
assert isinstance(eng.get_all_accounts(), list)
|
||||
assert isinstance(eng.get_positions(), list)
|
||||
assert isinstance(eng.get_orders(), list)
|
||||
finally:
|
||||
eng.close()
|
||||
Reference in New Issue
Block a user